+92.6%
UAL vs CPB
-38.3%
+130.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.0% |
| 7D | +8.2% | +8.0% | +0.2% | +8.1% |
| 30D | +2.3% | +22.4% | -20.0% | +2.3% |
| 3M | -12.7% | +2.5% | -15.2% | -12.7% |
| 6M | +12.7% | +12.2% | +0.5% | +12.6% |
| YTD | +0.8% | -12.8% | +13.6% | +0.6% |
| 1Y | +17.8% | -19.2% | +36.9% | +17.6% |
| 3Y | +206.7% | -35.6% | +242.2% | +205.9% |
| 5Y | +113.9% | -31.4% | +145.3% | +114.0% |
| All | +92.6% | -38.3% | +130.9% | +90.3% |
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