+358.1%
UAL vs CPAY
+1,748.9%
-1,390.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.6% |
| 7D | -3.0% | +1.6% | -4.6% | -3.9% |
| 30D | +10.5% | +17.6% | -7.1% | -0.1% |
| 3M | -13.5% | +8.7% | -22.2% | -18.0% |
| 6M | +14.2% | +39.5% | -25.3% | -7.7% |
| YTD | -2.2% | +53.6% | -55.8% | -27.5% |
| 1Y | +12.5% | +63.3% | -50.8% | -19.8% |
| 3Y | +186.8% | +101.7% | +85.1% | +80.7% |
| 5Y | +119.4% | +91.4% | +28.0% | +42.1% |
| 10Y | +81.4% | +221.7% | -140.2% | -2.3% |
| All | +358.1% | +1,748.9% | -1,390.7% | +59.3% |
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