+394.0%
CARR vs UAL
+412.2%
-18.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +3.5% | -3.0% | +6.5% | +4.2% |
| 30D | +0.4% | +10.5% | -10.1% | -2.4% |
| 3M | -14.1% | -13.5% | -0.6% | -11.3% |
| 6M | -16.7% | +14.2% | -30.9% | -20.2% |
| YTD | +4.2% | -2.2% | +6.4% | +2.9% |
| 1Y | -0.2% | +12.5% | -12.7% | -4.9% |
| 3Y | +10.9% | +186.8% | -176.0% | -20.1% |
| 5Y | +3.9% | +119.4% | -115.5% | -23.1% |
| All | +394.0% | +412.2% | -18.2% | +180.4% |
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