+262.7%
UAL vs CNH
+64.7%
+198.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +0.1% |
| 7D | +0.7% | +23.3% | -22.6% | -11.3% |
| 30D | -16.1% | +33.5% | -49.6% | -30.0% |
| 3M | +6.1% | +32.7% | -26.6% | -11.6% |
| 6M | +10.8% | +22.2% | -11.3% | -3.7% |
| YTD | -0.4% | +57.7% | -58.1% | -26.2% |
| 1Y | +5.0% | +28.0% | -23.0% | -12.3% |
| 3Y | +124.0% | +11.5% | +112.5% | +97.0% |
| 5Y | +141.0% | +11.9% | +129.1% | +104.9% |
| 10Y | +118.0% | +162.8% | -44.8% | +18.2% |
| All | +262.7% | +64.7% | +198.0% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling