-35.0%
CLS vs UAL
+21.5%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -13.9% | +12.5% | -26.3% | -18.0% |
| 30D | -38.2% | +12.2% | -50.4% | -41.2% |
| 3M | -28.8% | -2.6% | -26.2% | -28.3% |
| 6M | -40.4% | +21.1% | -61.5% | -45.3% |
| YTD | -24.3% | +7.8% | -32.1% | -30.3% |
| 1Y | -35.0% | +25.4% | -60.4% | -44.9% |
| All | -35.0% | +21.5% | -56.6% | -44.9% |
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