+366.8%
UAL vs CPAY
+1,565.5%
-1,198.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +0.7% | +2.1% | -1.4% | -0.5% |
| 30D | -16.1% | +5.5% | -21.6% | -18.9% |
| 3M | +6.1% | +16.6% | -10.4% | -4.0% |
| 6M | +10.8% | +26.7% | -15.8% | -6.0% |
| YTD | -0.4% | +38.4% | -38.8% | -21.0% |
| 1Y | +5.0% | +30.1% | -25.1% | -14.1% |
| 3Y | +124.0% | +52.6% | +71.4% | +67.2% |
| 5Y | +141.0% | +59.0% | +82.0% | +74.1% |
| 10Y | +118.0% | +148.4% | -30.4% | +32.5% |
| All | +366.8% | +1,565.5% | -1,198.7% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling