+2,757.7%
CLS vs UAL
+115.8%
+2,642.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | -13.9% | -16.1% | +2.2% | -8.1% |
| 3M | -26.6% | +6.1% | -32.7% | -28.3% |
| 6M | +15.4% | +10.8% | +4.6% | +10.0% |
| YTD | +5.7% | -0.4% | +6.1% | +3.9% |
| 1Y | +41.1% | +5.0% | +36.1% | +35.1% |
| 3Y | +1,228.6% | +124.0% | +1,104.6% | +815.4% |
| 5Y | +3,240.6% | +141.0% | +3,099.7% | +2,023.6% |
| All | +2,757.7% | +115.8% | +2,642.0% | +1,668.8% |
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 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