+96.5%
UAL vs CNP
+142.1%
-45.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +13.3% | +5.0% | +8.3% | +9.6% |
| 3M | -6.3% | +2.7% | -8.9% | -8.3% |
| 6M | +22.5% | -1.9% | +24.4% | +22.8% |
| YTD | +5.9% | +8.8% | -2.9% | -1.7% |
| 1Y | +24.7% | +5.6% | +19.0% | +17.6% |
| 3Y | +211.6% | +63.2% | +148.4% | +112.1% |
| 5Y | +130.6% | +73.8% | +56.8% | +47.0% |
| 10Y | +96.5% | +144.0% | -47.5% | -16.8% |
| All | +96.5% | +142.1% | -45.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling