+123.3%
UAL vs CNP
+73.9%
+49.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | +0.7% | +2.5% | -1.8% | -0.2% |
| 30D | +7.8% | +4.0% | +3.7% | +6.0% |
| 3M | -11.1% | +1.6% | -12.7% | -11.9% |
| 6M | +16.1% | -1.7% | +17.8% | +16.2% |
| YTD | -0.5% | +8.6% | -9.1% | -5.3% |
| 1Y | +11.3% | +5.8% | +5.5% | +7.0% |
| 3Y | +192.8% | +63.0% | +129.8% | +119.5% |
| 5Y | +123.3% | +74.7% | +48.6% | +48.7% |
| All | +123.3% | +73.9% | +49.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling