-71.2%
CBRS vs UAL
+16.4%
-87.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.7% | +9.3% |
| 7D | -17.9% | +8.2% | -26.0% | -19.0% |
| 30D | -48.8% | +2.3% | -51.1% | -49.1% |
| 3M | -57.6% | -12.7% | -44.9% | -58.2% |
| All | -71.2% | +16.4% | -87.5% | -69.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling