+129.8%
UAL vs CNP
+55.2%
+74.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -16.1% | -1.8% | -14.3% | -15.8% |
| 3M | +6.1% | -4.6% | +10.8% | +7.0% |
| 6M | +10.8% | -8.8% | +19.7% | +12.8% |
| YTD | -0.4% | +5.2% | -5.6% | -2.7% |
| 1Y | +5.0% | +8.3% | -3.3% | +1.5% |
| All | +129.8% | +55.2% | +74.6% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling