+73.4%
CL vs UAL
+94.5%
-21.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.2% |
| 7D | +1.3% | +8.2% | -6.8% | +1.0% |
| 30D | +11.4% | +2.3% | +9.0% | +11.2% |
| 3M | +4.4% | -12.7% | +17.1% | +4.8% |
| 6M | +10.8% | +12.7% | -1.9% | +10.1% |
| YTD | +25.1% | +0.8% | +24.3% | +24.6% |
| 1Y | +28.0% | +17.8% | +10.2% | +26.7% |
| 3Y | +37.6% | +206.7% | -169.1% | +29.3% |
| 5Y | +39.7% | +113.9% | -74.2% | +32.1% |
| All | +73.4% | +94.5% | -21.1% | +66.9% |
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