+656.0%
CME vs UAL
+239.3%
+416.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.4% |
| 7D | +3.7% | +5.0% | -1.4% | +2.8% |
| 30D | +13.7% | -1.2% | +15.0% | +13.7% |
| 3M | +16.6% | -16.8% | +33.4% | +19.4% |
| 6M | +8.2% | +18.0% | -9.8% | +4.0% |
| YTD | +16.3% | -1.2% | +17.5% | +13.9% |
| 1Y | +19.1% | +14.3% | +4.8% | +13.7% |
| 3Y | +67.4% | +194.6% | -127.2% | +29.4% |
| 5Y | +71.0% | +109.6% | -38.7% | +34.9% |
| 10Y | +338.9% | +93.1% | +245.9% | +213.7% |
| All | +656.0% | +239.3% | +416.6% | +229.7% |
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