+20.2%
CLF vs UAL
+22.8%
-2.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.0% | -17.2% | -11.7% |
| 7D | -7.9% | +11.9% | -19.8% | -11.6% |
| 30D | +5.2% | +5.2% | 0.0% | +3.1% |
| 3M | +4.3% | -12.7% | +17.0% | +9.7% |
| 6M | +25.3% | +28.5% | -3.3% | +10.0% |
| YTD | -3.3% | +3.5% | -6.8% | -8.0% |
| 1Y | +20.2% | +27.5% | -7.3% | +2.8% |
| All | +20.2% | +22.8% | -2.6% | +2.8% |
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