+492.8%
CEG vs UAL
+142.7%
+350.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.3% |
| 7D | -9.4% | +5.0% | -14.4% | -10.8% |
| 30D | -20.2% | -1.2% | -19.0% | -20.2% |
| 3M | -9.5% | -16.8% | +7.3% | -5.6% |
| 6M | -25.0% | +18.0% | -42.9% | -29.0% |
| YTD | -31.9% | -1.2% | -30.7% | -33.1% |
| 1Y | -33.7% | +14.3% | -48.0% | -37.3% |
| 3Y | +108.7% | +194.6% | -85.9% | +61.2% |
| All | +492.8% | +142.7% | +350.0% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling