+248.5%
UAL vs CNP
+610.0%
-361.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -1.9% | -2.7% |
| 7D | +5.0% | -5.3% | +10.3% | +8.8% |
| 30D | -1.2% | +3.7% | -4.9% | -4.0% |
| 3M | -16.8% | -1.1% | -15.7% | -16.6% |
| 6M | +18.0% | -7.1% | +25.1% | +22.6% |
| YTD | -1.2% | +6.0% | -7.2% | -7.2% |
| 1Y | +14.3% | +5.2% | +9.1% | +7.6% |
| 3Y | +194.6% | +57.5% | +137.0% | +101.2% |
| 5Y | +109.6% | +70.0% | +39.6% | +32.6% |
| 10Y | +93.1% | +137.8% | -44.7% | -11.0% |
| All | +248.5% | +610.0% | -361.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling