+74.6%
CLF vs UAL
+80.6%
-5.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +10.4% | -3.0% | +13.4% | +11.9% |
| 30D | +0.6% | +10.5% | -9.9% | -5.0% |
| 3M | +4.1% | -13.5% | +17.6% | +9.9% |
| 6M | +15.1% | +14.2% | +0.9% | +5.2% |
| YTD | -4.7% | -2.2% | -2.5% | -7.8% |
| 1Y | +20.4% | +12.5% | +7.9% | +8.8% |
| 3Y | -23.4% | +186.8% | -210.2% | -58.7% |
| 5Y | -43.3% | +119.4% | -162.6% | -67.3% |
| All | +74.6% | +80.6% | -5.9% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling