+700.3%
CAT vs UAL
+97.8%
+602.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +1.7% | +2.3% | -0.5% | +1.2% |
| 30D | -24.6% | +13.3% | -37.9% | -27.2% |
| 3M | -28.5% | -6.3% | -22.2% | -27.6% |
| 6M | -34.8% | +22.5% | -57.3% | -38.7% |
| YTD | +5.9% | +5.9% | +0.1% | +2.6% |
| 1Y | +6.8% | +24.7% | -17.8% | -0.8% |
| 3Y | +161.1% | +211.6% | -50.5% | +84.3% |
| 5Y | +213.4% | +130.6% | +82.9% | +128.7% |
| 10Y | +700.3% | +96.5% | +603.9% | +507.2% |
| All | +700.3% | +97.8% | +602.6% | +507.2% |
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