+712.5%
CAT vs UAL
+106.7%
+605.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +5.4% |
| 7D | -2.4% | +10.2% | -12.6% | -5.0% |
| 30D | -25.0% | +12.0% | -37.0% | -27.4% |
| 3M | -28.7% | -7.1% | -21.6% | -27.7% |
| 6M | -33.0% | +20.9% | -53.9% | -36.8% |
| YTD | +5.4% | +7.7% | -2.2% | +1.7% |
| 1Y | +7.3% | +23.6% | -16.3% | -0.2% |
| 3Y | +166.0% | +222.6% | -56.5% | +86.2% |
| 5Y | +210.1% | +127.9% | +82.2% | +126.9% |
| 10Y | +712.5% | +100.2% | +612.3% | +516.3% |
| All | +712.5% | +106.7% | +605.8% | +516.3% |
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