+12.1%
CI vs UAL
-17.2%
+29.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | +1.0% | +5.0% | -4.0% | +0.8% |
| 30D | +9.9% | -1.2% | +11.1% | +9.9% |
| 3M | +12.1% | -16.8% | +28.8% | +13.4% |
| All | +12.1% | -17.2% | +29.2% | +13.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling