+51.6%
CDE vs UAL
+80.6%
-28.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -9.6% | -3.0% | -6.6% | -8.8% |
| 30D | -6.7% | +10.5% | -17.1% | -9.0% |
| 3M | -24.2% | -13.5% | -10.7% | -21.4% |
| 6M | -29.1% | +14.2% | -43.3% | -31.5% |
| YTD | -21.5% | -2.2% | -19.3% | -21.6% |
| 1Y | -7.4% | +12.5% | -19.9% | -10.6% |
| 3Y | +596.3% | +186.8% | +409.5% | +419.4% |
| 5Y | +95.7% | +119.4% | -23.6% | +49.4% |
| All | +51.6% | +80.6% | -28.9% | +15.2% |
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