+41.3%
CL vs UAL
+127.5%
-86.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.3% | +1.3% |
| 7D | +0.5% | +10.2% | -9.7% | +0.3% |
| 30D | +11.6% | +12.0% | -0.4% | +11.3% |
| 3M | +5.6% | -7.1% | +12.7% | +5.7% |
| 6M | +13.2% | +20.9% | -7.7% | +12.7% |
| YTD | +26.9% | +7.7% | +19.3% | +26.3% |
| 1Y | +27.3% | +23.6% | +3.8% | +26.5% |
| 3Y | +39.7% | +222.6% | -182.8% | +34.3% |
| 5Y | +41.3% | +127.9% | -86.6% | +37.5% |
| All | +41.3% | +127.5% | -86.2% | +37.5% |
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