-59.5%
CDE vs UAL
+242.1%
-301.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +21.9% | -16.1% | +38.0% | +25.1% |
| 3M | +14.9% | +6.1% | +8.8% | +13.8% |
| 6M | -10.5% | +10.8% | -21.4% | -12.0% |
| YTD | +19.3% | -0.4% | +19.7% | +19.0% |
| 1Y | +50.8% | +5.0% | +45.8% | +49.0% |
| 3Y | +782.3% | +124.0% | +658.3% | +667.8% |
| 5Y | +191.7% | +141.0% | +50.7% | +147.0% |
| 10Y | +57.6% | +118.0% | -60.4% | +27.2% |
| All | -59.5% | +242.1% | -301.6% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling