+305.8%
CME vs UAL
+97.8%
+208.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.4% |
| 7D | +2.5% | +2.3% | +0.2% | +2.2% |
| 30D | +13.9% | +13.3% | +0.6% | +12.4% |
| 3M | +22.4% | -6.3% | +28.7% | +22.8% |
| 6M | +12.9% | +22.5% | -9.6% | +9.7% |
| YTD | +19.6% | +5.9% | +13.7% | +17.3% |
| 1Y | +17.7% | +24.7% | -7.0% | +13.1% |
| 3Y | +65.3% | +211.6% | -146.3% | +35.2% |
| 5Y | +75.1% | +130.6% | -55.4% | +45.0% |
| 10Y | +305.8% | +96.5% | +209.3% | +210.0% |
| All | +305.8% | +97.8% | +208.0% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling