+732.7%
CLS vs UAL
+197.6%
+535.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -22.2% | +8.2% | -30.3% | -24.8% |
| 30D | -44.4% | +2.3% | -46.7% | -45.1% |
| 3M | -34.3% | -12.7% | -21.6% | -31.2% |
| 6M | -50.1% | +12.7% | -62.8% | -52.9% |
| YTD | -30.1% | +0.8% | -30.9% | -32.1% |
| 1Y | -39.3% | +17.8% | -57.1% | -44.6% |
| 3Y | +732.7% | +206.7% | +526.0% | +451.3% |
| All | +732.7% | +197.6% | +535.1% | +451.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling