-17.5%
CLF vs UAL
+127.4%
-144.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.7% |
| 7D | +7.6% | +0.7% | +6.9% | +7.3% |
| 30D | -1.2% | -16.1% | +14.9% | +6.3% |
| 3M | -13.4% | +6.1% | -19.5% | -16.5% |
| 6M | +15.4% | +10.8% | +4.6% | +8.3% |
| YTD | -5.9% | -0.4% | -5.5% | -8.1% |
| 1Y | +18.8% | +5.0% | +13.8% | +13.2% |
| All | -17.5% | +127.4% | -144.9% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling