+28.0%
CL vs UAL
+18.2%
+9.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.9% |
| 6M | +10.8% | +12.7% | -1.9% | +9.9% |
| YTD | +25.1% | +0.8% | +24.3% | +22.1% |
| 1Y | +28.0% | +17.8% | +10.2% | +26.0% |
| All | +28.0% | +18.2% | +9.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling