+129.8%
UAL vs CP
+17.1%
+112.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 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% | +3.3% |
| 6M | +10.8% | +6.0% | +4.9% | +5.2% |
| YTD | -0.4% | +24.9% | -25.3% | -17.7% |
| 1Y | +5.0% | +20.1% | -15.1% | -10.5% |
| All | +129.8% | +17.1% | +112.7% | +81.5% |
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