+117.8%
UAL vs CPB
-47.3%
+165.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.5% |
| 7D | +0.7% | -8.6% | +9.3% | +0.8% |
| 30D | -16.1% | -7.2% | -8.9% | -16.1% |
| 3M | +6.1% | +0.9% | +5.2% | +6.1% |
| 6M | +10.8% | -11.8% | +22.7% | +10.8% |
| YTD | -0.4% | -19.4% | +19.0% | -0.5% |
| 1Y | +5.0% | -30.4% | +35.4% | +5.0% |
| 3Y | +124.0% | -40.2% | +164.2% | +123.8% |
| 5Y | +141.0% | -39.5% | +180.5% | +140.9% |
| All | +117.8% | -47.3% | +165.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling