+4.1%
CI vs UAL
+191.7%
-187.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.1% |
| 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% | +12.8% |
| 6M | +10.6% | +18.0% | -7.3% | +9.6% |
| YTD | +11.4% | -1.2% | +12.6% | +11.0% |
| 1Y | +18.8% | +14.3% | +4.5% | +17.7% |
| All | +4.1% | +191.7% | -187.5% | -3.0% |
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