+677.2%
CME vs UAL
+263.5%
+413.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +2.5% | +2.3% | +0.2% | +2.0% |
| 30D | +13.9% | +13.3% | +0.6% | +11.4% |
| 3M | +22.4% | -6.3% | +28.7% | +23.0% |
| 6M | +12.9% | +22.5% | -9.6% | +7.9% |
| YTD | +19.6% | +5.9% | +13.7% | +15.8% |
| 1Y | +17.7% | +24.7% | -7.0% | +10.8% |
| 3Y | +65.3% | +211.6% | -146.3% | +26.7% |
| 5Y | +75.1% | +130.6% | -55.4% | +36.0% |
| 10Y | +305.8% | +96.5% | +209.3% | +189.4% |
| All | +677.2% | +263.5% | +413.7% | +235.2% |
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