+96.5%
UAL vs CP
+251.7%
-155.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | -0.7% | +2.9% | +2.8% |
| 30D | +13.3% | +9.6% | +3.7% | +5.8% |
| 3M | -6.3% | +2.2% | -8.5% | -7.9% |
| 6M | +22.5% | +11.1% | +11.4% | +12.4% |
| YTD | +5.9% | +28.2% | -22.3% | -13.6% |
| 1Y | +24.7% | +32.2% | -7.5% | -0.6% |
| 3Y | +211.6% | +35.5% | +176.1% | +141.9% |
| 5Y | +130.6% | +26.8% | +103.8% | +82.7% |
| 10Y | +96.5% | +256.9% | -160.5% | -20.9% |
| All | +96.5% | +251.7% | -155.2% | -20.9% |
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