+1,914.6%
CLS vs UAL
+80.6%
+1,834.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.7% |
| 7D | +16.3% | -3.0% | +19.3% | +17.4% |
| 30D | -25.7% | +10.5% | -36.1% | -28.9% |
| 3M | -30.9% | -13.5% | -17.4% | -27.5% |
| 6M | -35.5% | +14.2% | -49.7% | -39.5% |
| YTD | -18.7% | -2.2% | -16.5% | -20.0% |
| 1Y | -17.9% | +12.5% | -30.4% | -23.5% |
| 3Y | +838.1% | +186.8% | +651.3% | +486.6% |
| 5Y | +1,971.9% | +119.4% | +1,852.5% | +1,253.5% |
| All | +1,914.6% | +80.6% | +1,834.0% | +1,146.6% |
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