+42.8%
CL vs UAL
+110.9%
-68.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | 0.0% |
| 7D | +5.9% | +5.0% | +0.9% | +5.8% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | +6.4% | -16.8% | +23.2% | +6.7% |
| 6M | +15.6% | +18.0% | -2.3% | +15.2% |
| YTD | +27.9% | -1.2% | +29.1% | +27.5% |
| 1Y | +31.4% | +14.3% | +17.1% | +30.8% |
| 3Y | +41.4% | +194.6% | -153.2% | +36.1% |
| 5Y | +42.8% | +109.6% | -66.8% | +39.3% |
| All | +42.8% | +110.9% | -68.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling