+130.0%
UAL vs CNI
+10.3%
+119.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.8% |
| 30D | -13.4% | -2.1% | -11.3% | -12.1% |
| 3M | -2.3% | +1.8% | -4.1% | -4.2% |
| 6M | +13.3% | +14.8% | -1.5% | +1.0% |
| YTD | -4.2% | +25.4% | -29.6% | -20.9% |
| 1Y | +1.4% | +32.9% | -31.5% | -20.4% |
| 3Y | +125.8% | +20.2% | +105.6% | +91.1% |
| 5Y | +130.0% | +12.2% | +117.8% | +108.0% |
| All | +130.0% | +10.3% | +119.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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