+9.6%
CARR vs UAL
+136.8%
-127.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | +0.6% | -1.1% | +1.8% | +0.9% |
| 30D | -8.7% | -13.4% | +4.8% | -5.1% |
| 3M | -18.4% | -2.3% | -16.1% | -18.1% |
| 6M | -0.6% | +13.3% | -13.9% | -4.7% |
| YTD | +10.9% | -4.2% | +15.1% | +10.4% |
| 1Y | -7.3% | +1.4% | -8.7% | -9.6% |
| 3Y | +2.9% | +125.8% | -122.9% | -23.2% |
| 5Y | +9.6% | +130.0% | -120.3% | -24.4% |
| All | +9.6% | +136.8% | -127.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling