+20.1%
CI vs UAL
+21.5%
-1.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.6% | +12.5% | -9.8% | +1.9% |
| 30D | +7.3% | +12.2% | -4.9% | +6.6% |
| 3M | +9.5% | -2.6% | +12.1% | +9.5% |
| 6M | +6.4% | +21.1% | -14.6% | +4.9% |
| YTD | +12.0% | +7.8% | +4.2% | +11.1% |
| 1Y | +20.1% | +25.4% | -5.3% | +18.9% |
| All | +20.1% | +21.5% | -1.5% | +18.9% |
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 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