+206.7%
UAL vs CP
+26.5%
+180.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| YTD | +0.8% | +26.0% | -25.2% | -17.2% |
| 1Y | +17.8% | +34.6% | -16.9% | -8.7% |
| 3Y | +206.7% | +26.7% | +180.0% | +147.6% |
| All | +206.7% | +26.5% | +180.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling