+208.1%
C vs UAL
+197.6%
+10.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -2.4% | +8.2% | -10.5% | -4.9% |
| 30D | -6.0% | +2.3% | -8.3% | -6.9% |
| 3M | -10.5% | -12.7% | +2.1% | -7.0% |
| 6M | -5.7% | +12.7% | -18.4% | -10.7% |
| YTD | +4.1% | +0.8% | +3.3% | +1.5% |
| 1Y | +20.5% | +17.8% | +2.7% | +11.6% |
| 3Y | +208.1% | +206.7% | +1.4% | +100.9% |
| All | +208.1% | +197.6% | +10.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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