-47.8%
CLF vs UAL
+142.0%
-189.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.4% |
| 6M | +15.4% | +10.8% | +4.6% | +8.4% |
| YTD | -5.9% | -0.4% | -5.5% | -8.0% |
| 1Y | +18.8% | +5.0% | +13.8% | +13.5% |
| 3Y | -19.4% | +124.0% | -143.4% | -45.5% |
| All | -47.8% | +142.0% | -189.8% | -66.4% |
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 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