+71.0%
CME vs UAL
+109.3%
-38.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.5% |
| 7D | +0.9% | +8.2% | -7.2% | +0.9% |
| 30D | +13.2% | +2.3% | +10.8% | +13.2% |
| 3M | +16.3% | -12.7% | +29.0% | +16.4% |
| 6M | +7.1% | +12.7% | -5.6% | +6.8% |
| YTD | +15.8% | +0.8% | +15.0% | +15.7% |
| 1Y | +17.1% | +17.8% | -0.7% | +16.3% |
| 3Y | +63.2% | +206.7% | -143.5% | +50.2% |
| All | +71.0% | +109.3% | -38.3% | +62.2% |
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 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