+251.3%
UAL vs CNI
+692.5%
-441.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | -2.1% | +2.8% | +2.7% |
| 30D | -16.1% | -3.3% | -12.8% | -13.4% |
| 3M | +6.1% | +3.8% | +2.3% | +1.7% |
| 6M | +10.8% | +12.7% | -1.8% | -1.8% |
| YTD | -0.4% | +26.3% | -26.7% | -21.5% |
| 1Y | +5.0% | +29.9% | -24.9% | -19.9% |
| 3Y | +124.0% | +15.9% | +108.1% | +89.5% |
| 5Y | +141.0% | +6.9% | +134.0% | +114.0% |
| 10Y | +118.0% | +126.8% | -8.8% | -9.4% |
| All | +251.3% | +692.5% | -441.2% | -61.9% |
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