+31.4%
CL vs UAL
+19.7%
+11.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +5.9% | +5.0% | +0.9% | +5.7% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | +6.4% | -16.8% | +23.2% | +7.1% |
| 6M | +15.6% | +18.0% | -2.3% | +14.5% |
| YTD | +27.9% | -1.2% | +29.1% | +24.9% |
| 1Y | +31.4% | +14.3% | +17.1% | +29.4% |
| All | +31.4% | +19.7% | +11.7% | +29.4% |
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