+39.4%
CL vs UAL
+223.7%
-184.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.6% | +12.5% | -9.9% | +2.5% |
| 30D | +11.8% | +12.2% | -0.4% | +11.7% |
| 3M | +5.9% | -2.6% | +8.5% | +5.9% |
| 6M | +13.3% | +21.1% | -7.7% | +13.2% |
| YTD | +27.1% | +7.8% | +19.3% | +26.6% |
| 1Y | +28.0% | +25.4% | +2.6% | +27.7% |
| 3Y | +39.4% | +217.3% | -178.0% | +38.6% |
| All | +39.4% | +223.7% | -184.3% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling