+244.8%
UAL vs CNI
+721.4%
-476.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -3.0% | +2.5% | -5.6% | -5.2% |
| 30D | +10.5% | +6.1% | +4.3% | +4.7% |
| 3M | -13.5% | +0.1% | -13.6% | -13.7% |
| 6M | +14.2% | +14.9% | -0.7% | -0.4% |
| YTD | -2.2% | +30.9% | -33.1% | -25.6% |
| 1Y | +12.5% | +33.9% | -21.4% | -16.4% |
| 3Y | +186.8% | +20.2% | +166.6% | +135.0% |
| 5Y | +119.4% | +8.2% | +111.2% | +94.6% |
| 10Y | +81.4% | +142.2% | -60.7% | -28.9% |
| All | +244.8% | +721.4% | -476.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling