+54.5%
CI vs UAL
+110.9%
-56.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | +1.0% | +5.0% | -4.0% | +0.6% |
| 30D | +9.9% | -1.2% | +11.1% | +9.9% |
| 3M | +12.1% | -16.8% | +28.8% | +13.5% |
| 6M | +10.6% | +18.0% | -7.3% | +8.7% |
| YTD | +11.4% | -1.2% | +12.6% | +10.6% |
| 1Y | +18.8% | +14.3% | +4.5% | +16.5% |
| 3Y | +2.9% | +194.6% | -191.7% | -11.9% |
| 5Y | +54.5% | +109.6% | -55.1% | +38.7% |
| All | +54.5% | +110.9% | -56.4% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling