+285.1%
CME vs UAL
+115.8%
+169.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +6.2% | -16.1% | +22.3% | +8.0% |
| 3M | +10.4% | +6.1% | +4.3% | +9.2% |
| 6M | -9.5% | +10.8% | -20.4% | -11.3% |
| YTD | +6.0% | -0.4% | +6.4% | +4.8% |
| 1Y | +9.3% | +5.0% | +4.2% | +7.1% |
| 3Y | +57.7% | +124.0% | -66.4% | +35.0% |
| 5Y | +77.7% | +141.0% | -63.3% | +45.4% |
| All | +285.1% | +115.8% | +169.4% | +190.0% |
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