+4.5%
CARR vs UAL
+127.4%
-122.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | +3.2% | +3.5% | -0.2% | +2.3% |
| 30D | -7.7% | -16.5% | +8.8% | -3.3% |
| 3M | -11.9% | +2.8% | -14.7% | -12.8% |
| 6M | +2.0% | +17.6% | -15.5% | -2.9% |
| YTD | +13.2% | -3.2% | +16.4% | +12.1% |
| 1Y | -8.5% | +0.4% | -9.0% | -10.6% |
| All | +4.5% | +127.4% | -122.9% | -23.4% |
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 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