+248.5%
UAL vs CP
+1,159.9%
-911.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.1% |
| 7D | +5.0% | +6.1% | -1.1% | +0.8% |
| 30D | -1.2% | +9.8% | -11.0% | -7.6% |
| 3M | -16.8% | +2.7% | -19.5% | -18.4% |
| 6M | +18.0% | +12.8% | +5.2% | +7.7% |
| YTD | -1.2% | +28.2% | -29.4% | -18.2% |
| 1Y | +14.3% | +34.1% | -19.8% | -8.4% |
| 3Y | +194.6% | +28.9% | +165.7% | +142.0% |
| 5Y | +109.6% | +27.1% | +82.6% | +70.4% |
| 10Y | +93.1% | +264.8% | -171.7% | -26.5% |
| All | +248.5% | +1,159.9% | -911.3% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling