-10.5%
CDE vs UAL
+6.7%
-17.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -3.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | +21.9% | -16.1% | +38.0% | +33.4% |
| 3M | +14.9% | +6.1% | +8.8% | +9.5% |
| 6M | -10.5% | +10.8% | -21.4% | -17.9% |
| All | -10.5% | +6.7% | -17.2% | -17.9% |
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 · 6 months rolling