+101.1%
UAL vs CNP
+143.3%
-42.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.5% |
| 7D | +12.5% | -3.0% | +15.5% | +14.5% |
| 30D | +12.2% | +6.8% | +5.4% | +7.3% |
| 3M | -2.6% | +3.6% | -6.2% | -5.2% |
| 6M | +21.1% | 0.0% | +21.1% | +19.8% |
| YTD | +7.8% | +9.4% | -1.6% | -0.3% |
| 1Y | +25.4% | +6.8% | +18.6% | +17.5% |
| 3Y | +217.3% | +64.2% | +153.2% | +115.2% |
| 5Y | +132.9% | +76.0% | +56.9% | +47.2% |
| 10Y | +101.1% | +143.3% | -42.2% | -13.6% |
| All | +101.1% | +143.3% | -42.2% | -13.6% |
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