+10.9%
CMG vs UAL
+22.8%
-11.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.0% | -2.1% | +3.8% |
| 7D | +22.5% | +11.9% | +10.6% | +19.2% |
| 30D | +14.1% | +5.2% | +8.9% | +12.5% |
| 3M | +4.1% | -12.7% | +16.8% | +7.4% |
| 6M | +10.1% | +28.5% | -18.5% | +0.9% |
| YTD | -4.9% | +3.5% | -8.4% | -7.4% |
| 1Y | +10.9% | +27.5% | -16.6% | -2.4% |
| All | +10.9% | +22.8% | -11.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling