+2,005.0%
CLS vs UAL
+129.5%
+1,875.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.3% | +9.2% |
| 7D | +2.8% | +2.3% | +0.5% | +2.1% |
| 30D | -30.1% | +13.3% | -43.4% | -33.7% |
| 3M | -21.7% | -6.3% | -15.4% | -20.2% |
| 6M | -36.2% | +22.5% | -58.8% | -41.7% |
| YTD | -17.8% | +5.9% | -23.7% | -21.5% |
| 1Y | -26.8% | +24.7% | -51.5% | -34.4% |
| 3Y | +853.4% | +211.6% | +641.8% | +483.9% |
| 5Y | +2,005.0% | +130.6% | +1,874.5% | +1,249.3% |
| All | +2,005.0% | +129.5% | +1,875.5% | +1,249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling