+112.3%
UAL vs CP
+24.4%
+87.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.3% |
| 7D | +8.2% | +2.8% | +5.4% | +6.2% |
| 30D | +2.3% | +10.2% | -7.9% | -4.5% |
| 3M | -12.7% | +2.4% | -15.0% | -14.2% |
| 6M | +12.7% | +7.7% | +5.0% | +6.2% |
| YTD | +0.8% | +26.0% | -25.2% | -15.7% |
| 1Y | +17.8% | +34.6% | -16.9% | -6.3% |
| 3Y | +206.7% | +26.7% | +180.0% | +153.0% |
| All | +112.3% | +24.4% | +87.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling