+1.4%
CI vs UAL
+197.6%
-196.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -2.7% |
| 7D | -1.6% | +8.2% | -9.7% | -1.9% |
| 30D | +5.4% | +2.3% | +3.1% | +5.3% |
| 3M | +7.3% | -12.7% | +19.9% | +7.7% |
| 6M | +5.3% | +12.7% | -7.4% | +4.6% |
| YTD | +8.5% | +0.8% | +7.7% | +8.0% |
| 1Y | +17.1% | +17.8% | -0.7% | +16.0% |
| 3Y | +1.4% | +206.7% | -205.3% | -5.6% |
| All | +1.4% | +197.6% | -196.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling