+322.3%
CMG vs UAL
+98.4%
+223.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -6.5% | -1.1% | -5.3% | -6.3% |
| 30D | +12.1% | -13.4% | +25.5% | +15.2% |
| 3M | +20.6% | -2.3% | +22.9% | +20.6% |
| 6M | +2.1% | +13.3% | -11.2% | -1.4% |
| YTD | -2.6% | -4.2% | +1.6% | -3.1% |
| 1Y | -8.7% | +1.4% | -10.1% | -10.4% |
| 3Y | -7.4% | +125.8% | -133.2% | -25.0% |
| 5Y | -5.7% | +130.0% | -135.6% | -26.2% |
| 10Y | +322.3% | +104.2% | +218.1% | +190.4% |
| All | +322.3% | +98.4% | +223.9% | +190.4% |
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 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