+141.7%
CAT vs UAL
+191.7%
-50.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -5.1% |
| 7D | -14.5% | +5.0% | -19.5% | -15.9% |
| 30D | -35.7% | -1.2% | -34.5% | -35.7% |
| 3M | -36.3% | -16.8% | -19.5% | -33.2% |
| 6M | -38.5% | +18.0% | -56.5% | -42.0% |
| YTD | -2.5% | -1.2% | -1.3% | -4.3% |
| 1Y | -1.9% | +14.3% | -16.2% | -7.5% |
| All | +141.7% | +191.7% | -50.0% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling