+395.6%
CARR vs UAL
+421.3%
-25.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.1% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -0.8% | +7.8% | -8.5% | -2.9% |
| 3M | -13.4% | -11.1% | -2.4% | -11.3% |
| 6M | -16.4% | +16.1% | -32.5% | -20.2% |
| YTD | +4.5% | -0.5% | +5.0% | +2.7% |
| 1Y | -1.4% | +11.3% | -12.6% | -5.8% |
| 3Y | +10.0% | +192.8% | -182.8% | -21.1% |
| 5Y | +4.2% | +123.3% | -119.1% | -23.2% |
| All | +395.6% | +421.3% | -25.8% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling