+130.6%
UAL vs CNH
-11.0%
+141.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.8% |
| 7D | +2.3% | +6.7% | -4.4% | -1.5% |
| 30D | +13.3% | +7.2% | +6.1% | +8.6% |
| 3M | -6.3% | +17.5% | -23.8% | -16.6% |
| 6M | +22.5% | +15.0% | +7.6% | +9.4% |
| YTD | +5.9% | +36.8% | -30.9% | -15.8% |
| 1Y | +24.7% | +27.6% | -3.0% | +3.2% |
| 3Y | +211.6% | +34.3% | +177.3% | +142.8% |
| 5Y | +130.6% | -12.2% | +142.8% | +121.8% |
| All | +130.6% | -11.0% | +141.5% | +121.8% |
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