+12.0%
CI vs UAL
+16.4%
-4.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +4.9% | +7.8% | -2.9% | +4.4% |
| 3M | +7.4% | -11.1% | +18.5% | +8.1% |
| 6M | +0.4% | +16.1% | -15.7% | -1.0% |
| YTD | +9.5% | -0.5% | +10.0% | +9.0% |
| 1Y | +12.0% | +11.3% | +0.7% | +11.2% |
| All | +12.0% | +16.4% | -4.5% | +11.2% |
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