+421.5%
CARR vs UAL
+414.6%
+6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.7% |
| 7D | -3.8% | -1.4% | -2.4% | -3.4% |
| 30D | -8.9% | -12.2% | +3.3% | -6.0% |
| 3M | -17.3% | -2.5% | -14.8% | -17.0% |
| 6M | -1.4% | +21.1% | -22.5% | -6.7% |
| YTD | +10.0% | -1.8% | +11.8% | +8.9% |
| 1Y | -6.4% | +0.4% | -6.8% | -8.2% |
| 3Y | +1.5% | +130.3% | -128.7% | -22.6% |
| 5Y | +9.3% | +147.7% | -138.4% | -21.2% |
| All | +421.5% | +414.6% | +6.9% | +196.9% |
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 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