+492.4%
CL vs UAL
+255.5%
+236.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +2.8% |
| 7D | +7.7% | +11.9% | -4.2% | +7.0% |
| 30D | +15.2% | +5.2% | +10.0% | +14.8% |
| 3M | +7.3% | -12.7% | +20.1% | +8.1% |
| 6M | +17.0% | +28.5% | -11.5% | +14.9% |
| YTD | +28.0% | +3.5% | +24.5% | +26.9% |
| 1Y | +32.1% | +27.5% | +4.6% | +29.2% |
| 3Y | +41.5% | +208.6% | -167.1% | +28.5% |
| 5Y | +43.9% | +135.6% | -91.7% | +31.0% |
| 10Y | +79.8% | +102.3% | -22.5% | +57.8% |
| All | +492.4% | +255.5% | +236.9% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling