+518.2%
CEG vs UAL
+147.7%
+370.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.8% |
| 7D | -4.7% | +8.2% | -12.9% | -6.9% |
| 30D | -16.6% | +2.3% | -18.9% | -17.3% |
| 3M | -4.1% | -12.7% | +8.6% | -1.2% |
| 6M | -22.3% | +12.7% | -35.0% | -25.5% |
| YTD | -28.9% | +0.8% | -29.8% | -30.5% |
| 1Y | -28.5% | +17.8% | -46.2% | -32.8% |
| 3Y | +104.3% | +206.7% | -102.4% | +56.5% |
| All | +518.2% | +147.7% | +370.6% | +389.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling