+116.5%
UAL vs CNH
-17.7%
+134.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -3.0% | +3.0% | -6.1% | -4.8% |
| 30D | +10.5% | -0.6% | +11.0% | +10.6% |
| 3M | -13.5% | +14.6% | -28.1% | -21.9% |
| 6M | +14.2% | +11.8% | +2.5% | +3.5% |
| YTD | -2.2% | +30.4% | -32.7% | -20.1% |
| 1Y | +12.5% | +19.1% | -6.6% | -3.1% |
| 3Y | +186.8% | +30.2% | +156.6% | +127.2% |
| All | +116.5% | -17.7% | +134.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling