+92.6%
UAL vs CNP
+138.0%
-45.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | +8.2% | -4.2% | +12.3% | +10.9% |
| 30D | +2.3% | +5.5% | -3.2% | -1.4% |
| 3M | -12.7% | +0.6% | -13.3% | -13.4% |
| 6M | +12.7% | -2.8% | +15.5% | +13.6% |
| YTD | +0.8% | +7.9% | -7.0% | -5.9% |
| 1Y | +17.8% | +6.7% | +11.1% | +10.4% |
| 3Y | +206.7% | +61.1% | +145.6% | +110.6% |
| 5Y | +113.9% | +73.0% | +40.9% | +36.8% |
| All | +92.6% | +138.0% | -45.4% | -11.7% |
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