-25.0%
CEG vs UAL
+21.8%
-46.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.3% |
| 7D | -9.4% | +5.0% | -14.4% | -10.9% |
| 30D | -20.2% | -1.2% | -19.0% | -20.1% |
| 3M | -9.5% | -16.8% | +7.3% | -5.2% |
| 6M | -25.0% | +18.0% | -42.9% | -32.5% |
| All | -25.0% | +21.8% | -46.7% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling