+255.6%
UAL vs CPB
+49.4%
+206.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | +8.2% | +8.0% | +0.2% | +5.8% |
| 30D | +2.3% | +22.4% | -20.0% | -3.6% |
| 3M | -12.7% | +2.5% | -15.2% | -13.8% |
| 6M | +12.7% | +12.2% | +0.5% | +7.8% |
| YTD | +0.8% | -12.8% | +13.6% | +3.3% |
| 1Y | +17.8% | -19.2% | +36.9% | +23.3% |
| 3Y | +206.7% | -35.6% | +242.2% | +236.4% |
| 5Y | +113.9% | -31.4% | +145.3% | +121.9% |
| 10Y | +97.0% | -37.9% | +134.9% | +88.5% |
| All | +255.6% | +49.4% | +206.2% | +62.3% |
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 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