+92.6%
UAL vs CP
+253.8%
-161.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.3% |
| 7D | +8.2% | +2.8% | +5.4% | +6.1% |
| 30D | +2.3% | +10.2% | -7.9% | -4.9% |
| 3M | -12.7% | +2.4% | -15.0% | -14.3% |
| 6M | +12.7% | +7.7% | +5.0% | +5.9% |
| YTD | +0.8% | +26.0% | -25.2% | -16.6% |
| 1Y | +17.8% | +34.6% | -16.9% | -7.5% |
| 3Y | +206.7% | +26.7% | +180.0% | +150.4% |
| 5Y | +113.9% | +24.9% | +89.0% | +71.4% |
| All | +92.6% | +253.8% | -161.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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