-29.6%
CLS vs UAL
+22.8%
-52.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.0% | -17.0% | -12.1% |
| 7D | -21.1% | +11.9% | -33.1% | -25.2% |
| 30D | -38.2% | +5.2% | -43.5% | -39.8% |
| 3M | -36.3% | -12.7% | -23.6% | -32.8% |
| 6M | -43.8% | +28.5% | -72.3% | -50.2% |
| YTD | -20.0% | +3.5% | -23.5% | -25.1% |
| 1Y | -29.6% | +27.5% | -57.1% | -42.8% |
| All | -29.6% | +22.8% | -52.4% | -42.8% |
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