+187.4%
CEG vs UAL
+127.4%
+60.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.1% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +12.9% | -16.1% | +29.0% | +18.8% |
| 3M | +13.2% | +6.1% | +7.0% | +10.3% |
| 6M | -7.0% | +10.8% | -17.8% | -11.3% |
| YTD | -15.0% | -0.4% | -14.6% | -16.6% |
| 1Y | -2.7% | +5.0% | -7.8% | -6.5% |
| All | +187.4% | +127.4% | +60.0% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling