+130.0%
UAL vs CPAY
+54.3%
+75.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.1% | -2.5% | +1.3% | +0.6% |
| 30D | -13.4% | +1.3% | -14.7% | -14.3% |
| 3M | -2.3% | +13.5% | -15.8% | -11.1% |
| 6M | +13.3% | +24.7% | -11.4% | -5.0% |
| YTD | -4.2% | +34.9% | -39.1% | -25.5% |
| 1Y | +1.4% | +29.7% | -28.3% | -19.3% |
| 3Y | +125.8% | +49.4% | +76.4% | +61.5% |
| 5Y | +130.0% | +53.5% | +76.5% | +52.8% |
| All | +130.0% | +54.3% | +75.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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