+259.8%
UAL vs CNH
+28.6%
+231.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.6% | -2.3% |
| 7D | +5.0% | -0.4% | +5.4% | +5.2% |
| 30D | -1.2% | -15.2% | +14.0% | +8.0% |
| 3M | -16.8% | +4.3% | -21.0% | -20.7% |
| 6M | +18.0% | +10.1% | +7.9% | +7.8% |
| YTD | -1.2% | +23.2% | -24.4% | -16.4% |
| 1Y | +14.3% | +8.5% | +5.8% | +3.8% |
| 3Y | +194.6% | +4.1% | +190.5% | +166.0% |
| 5Y | +109.6% | -17.8% | +127.5% | +111.9% |
| 10Y | +93.1% | +113.3% | -20.3% | +18.4% |
| All | +259.8% | +28.6% | +231.1% | +133.6% |
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