+1,920.0%
CLS vs UAL
+239.3%
+1,680.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.6% | -8.5% | -12.0% |
| 7D | -27.3% | +5.0% | -32.3% | -28.3% |
| 30D | -47.0% | -1.2% | -45.8% | -47.0% |
| 3M | -43.3% | -16.8% | -26.5% | -41.0% |
| 6M | -50.8% | +18.0% | -68.7% | -52.9% |
| YTD | -30.4% | -1.2% | -29.2% | -31.0% |
| 1Y | -41.7% | +14.3% | -56.0% | -44.0% |
| 3Y | +701.4% | +194.6% | +506.8% | +513.2% |
| 5Y | +1,767.8% | +109.6% | +1,658.1% | +1,397.4% |
| 10Y | +1,636.8% | +93.1% | +1,543.8% | +1,221.4% |
| All | +1,920.0% | +239.3% | +1,680.7% | +988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling