-2.7%
CEG vs UAL
+5.0%
-7.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.2% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +12.9% | -16.1% | +29.0% | +18.5% |
| 3M | +13.2% | +6.1% | +7.0% | +10.1% |
| 6M | -7.0% | +10.8% | -17.8% | -11.1% |
| YTD | -15.0% | -0.4% | -14.6% | -15.9% |
| 1Y | -2.7% | +5.0% | -7.8% | -8.9% |
| All | -2.7% | +5.0% | -7.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling