+202.9%
CDE vs UAL
+136.8%
+66.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | +15.7% | -13.4% | +29.1% | +21.0% |
| 3M | +30.5% | -2.3% | +32.8% | +31.2% |
| 6M | -7.4% | +13.3% | -20.7% | -11.6% |
| YTD | +17.9% | -4.2% | +22.1% | +18.0% |
| 1Y | +46.7% | +1.4% | +45.3% | +43.6% |
| 3Y | +851.3% | +125.8% | +725.5% | +590.2% |
| 5Y | +202.9% | +130.0% | +73.0% | +109.0% |
| All | +202.9% | +136.8% | +66.2% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling