+11.3%
UAL vs CPB
-25.8%
+37.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -6.0% |
| 7D | +0.7% | -5.8% | +6.5% | +0.9% |
| 30D | +7.8% | +16.5% | -8.7% | +8.0% |
| 3M | -11.1% | -1.1% | -10.0% | -11.0% |
| 6M | +16.1% | +11.5% | +4.6% | +16.0% |
| YTD | -0.5% | -15.7% | +15.2% | -3.4% |
| 1Y | +11.3% | -24.7% | +36.0% | +7.5% |
| All | +11.3% | -25.8% | +37.1% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling