+1,110.7%
CAT vs UAL
+115.8%
+994.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.6% | -16.1% | +9.5% | -2.3% |
| 3M | -13.3% | +6.1% | -19.4% | -14.8% |
| 6M | +11.6% | +10.8% | +0.8% | +7.8% |
| YTD | +42.9% | -0.4% | +43.3% | +41.2% |
| 1Y | +95.4% | +5.0% | +90.4% | +89.8% |
| 3Y | +196.6% | +124.0% | +72.6% | +127.6% |
| 5Y | +321.7% | +141.0% | +180.7% | +204.4% |
| All | +1,110.7% | +115.8% | +994.9% | +762.1% |
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