-42.7%
CLF vs UAL
+242.1%
-284.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.0% |
| 7D | +7.6% | +0.7% | +6.9% | +7.4% |
| 30D | -1.2% | -16.1% | +14.9% | +4.2% |
| 3M | -13.4% | +6.1% | -19.5% | -15.4% |
| 6M | +15.4% | +10.8% | +4.6% | +10.8% |
| YTD | -5.9% | -0.4% | -5.5% | -7.0% |
| 1Y | +18.8% | +5.0% | +13.8% | +15.7% |
| 3Y | -19.4% | +124.0% | -143.4% | -39.3% |
| 5Y | -47.7% | +141.0% | -188.7% | -62.6% |
| 10Y | +130.4% | +118.0% | +12.4% | +61.8% |
| All | -42.7% | +242.1% | -284.8% | -73.5% |
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