+100.2%
UAL vs CPB
-39.9%
+140.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +7.9% | +6.8% |
| 7D | +10.2% | +3.3% | +6.9% | +10.2% |
| 30D | +12.0% | +19.0% | -7.0% | +12.0% |
| 3M | -7.1% | +0.4% | -7.5% | -7.1% |
| 6M | +20.9% | +13.0% | +7.9% | +20.8% |
| YTD | +7.7% | -12.7% | +20.4% | +7.5% |
| 1Y | +23.6% | -20.9% | +44.4% | +23.3% |
| 3Y | +222.6% | -35.4% | +258.0% | +221.8% |
| 5Y | +127.9% | -32.3% | +160.2% | +128.0% |
| 10Y | +100.2% | -40.5% | +140.7% | +96.7% |
| All | +100.2% | -39.9% | +140.1% | +96.7% |
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