+248.5%
UAL vs CPB
+51.3%
+197.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | +5.0% | +11.6% | -6.6% | +1.8% |
| 30D | -1.2% | +23.3% | -24.5% | -7.1% |
| 3M | -16.8% | +1.6% | -18.4% | -17.6% |
| 6M | +18.0% | +13.9% | +4.0% | +12.3% |
| YTD | -1.2% | -11.7% | +10.5% | +0.8% |
| 1Y | +14.3% | -18.2% | +32.5% | +19.3% |
| 3Y | +194.6% | -35.2% | +229.7% | +222.7% |
| 5Y | +109.6% | -30.5% | +140.2% | +116.7% |
| 10Y | +93.1% | -37.1% | +130.2% | +84.0% |
| All | +248.5% | +51.3% | +197.2% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling