+725.3%
CAT vs UAL
+94.5%
+630.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | -10.3% | +8.2% | -18.5% | -12.3% |
| 30D | -31.2% | +2.3% | -33.5% | -31.8% |
| 3M | -34.7% | -12.7% | -22.0% | -32.6% |
| 6M | -39.5% | +12.7% | -52.2% | -41.9% |
| YTD | -1.7% | +0.8% | -2.5% | -3.5% |
| 1Y | -1.1% | +17.8% | -18.9% | -6.9% |
| 3Y | +143.9% | +206.7% | -62.8% | +72.8% |
| 5Y | +194.8% | +113.9% | +80.9% | +119.1% |
| All | +725.3% | +94.5% | +630.8% | +534.3% |
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