-31.9%
CEG vs UAL
+22.8%
-54.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.0% | -14.7% | -8.7% |
| 7D | -4.8% | +11.9% | -16.7% | -7.9% |
| 30D | -8.2% | +5.2% | -13.4% | -9.6% |
| 3M | -7.9% | -12.7% | +4.8% | -5.0% |
| 6M | -23.2% | +28.5% | -51.7% | -29.7% |
| YTD | -30.1% | +3.5% | -33.7% | -31.6% |
| 1Y | -31.9% | +27.5% | -59.4% | -37.2% |
| All | -31.9% | +22.8% | -54.7% | -37.2% |
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 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