+217.3%
UAL vs CPB
-36.1%
+253.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +12.5% | +2.9% | +9.6% | +12.2% |
| 30D | +12.2% | +17.6% | -5.4% | +11.4% |
| 3M | -2.6% | +2.0% | -4.6% | -2.7% |
| 6M | +21.1% | +11.6% | +9.4% | +20.2% |
| YTD | +7.8% | -13.8% | +21.6% | +8.0% |
| 1Y | +25.4% | -21.6% | +47.0% | +26.4% |
| 3Y | +217.3% | -35.8% | +253.2% | +206.4% |
| All | +217.3% | -36.1% | +253.4% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling