+117.8%
UAL vs CP
+220.9%
-103.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | -2.7% | +3.4% | +2.8% |
| 30D | -16.1% | +0.2% | -16.3% | -16.3% |
| 3M | +6.1% | +2.6% | +3.6% | +3.5% |
| 6M | +10.8% | +6.0% | +4.9% | +5.6% |
| YTD | -0.4% | +24.9% | -25.3% | -16.9% |
| 1Y | +5.0% | +20.1% | -15.1% | -10.0% |
| 3Y | +124.0% | +16.4% | +107.6% | +95.3% |
| 5Y | +141.0% | +31.7% | +109.2% | +84.6% |
| All | +117.8% | +220.9% | -103.1% | -6.3% |
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