-21.4%
CEG vs UAL
+23.5%
-45.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | +11.8% | +2.3% | +9.6% | +11.1% |
| 30D | -6.5% | +13.3% | -19.9% | -10.0% |
| 3M | -1.2% | -6.3% | +5.1% | +0.1% |
| 6M | -8.0% | +22.5% | -30.6% | -14.7% |
| YTD | -21.9% | +5.9% | -27.7% | -23.8% |
| 1Y | -21.4% | +24.7% | -46.1% | -26.1% |
| All | -21.4% | +23.5% | -45.0% | -26.1% |
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 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