+2,089.9%
CLS vs UAL
+116.7%
+1,973.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +6.9% |
| 7D | +23.5% | +0.7% | +22.8% | +22.9% |
| 30D | -28.9% | +7.8% | -36.7% | -31.4% |
| 3M | -25.2% | -11.1% | -14.1% | -22.3% |
| 6M | -32.1% | +16.1% | -48.2% | -36.8% |
| YTD | -14.1% | -0.5% | -13.6% | -16.1% |
| 1Y | -24.1% | +11.3% | -35.4% | -29.1% |
| 3Y | +897.0% | +192.8% | +704.1% | +523.4% |
| 5Y | +2,089.9% | +123.3% | +1,966.7% | +1,321.9% |
| All | +2,089.9% | +116.7% | +1,973.3% | +1,321.9% |
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 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