+11.6%
CARR vs UAL
+213.3%
-201.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.4% |
| 7D | -1.9% | +2.3% | -4.2% | -2.6% |
| 30D | -1.1% | +13.3% | -14.4% | -4.5% |
| 3M | -13.8% | -6.3% | -7.6% | -12.8% |
| 6M | -16.5% | +22.5% | -39.0% | -21.5% |
| YTD | +4.9% | +5.9% | -0.9% | +1.2% |
| 1Y | -2.7% | +24.7% | -27.3% | -9.9% |
| All | +11.6% | +213.3% | -201.7% | -21.7% |
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