+84.1%
CL vs UAL
+97.8%
-13.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.8% | +2.3% | -3.0% | -0.9% |
| 30D | +9.5% | +13.3% | -3.8% | +9.0% |
| 3M | +6.8% | -6.3% | +13.1% | +6.9% |
| 6M | +14.3% | +22.5% | -8.2% | +13.2% |
| YTD | +27.0% | +5.9% | +21.1% | +26.2% |
| 1Y | +26.3% | +24.7% | +1.6% | +24.7% |
| 3Y | +39.3% | +211.6% | -172.3% | +30.8% |
| 5Y | +41.5% | +130.6% | -89.0% | +33.4% |
| 10Y | +84.1% | +96.5% | -12.4% | +80.2% |
| All | +84.1% | +97.8% | -13.7% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling