+352.3%
CMG vs UAL
+101.4%
+250.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.0% | +12.5% | -4.5% | +5.5% |
| 30D | +13.7% | +12.2% | +1.5% | +11.0% |
| 3M | +11.8% | -2.6% | +14.3% | +11.9% |
| 6M | +10.6% | +21.1% | -10.5% | +5.4% |
| YTD | -2.9% | +7.8% | -10.7% | -5.8% |
| 1Y | +17.8% | +25.4% | -7.6% | +10.9% |
| 3Y | -15.3% | +217.3% | -232.7% | -35.9% |
| 5Y | -0.9% | +132.9% | -133.8% | -22.9% |
| All | +352.3% | +101.4% | +250.9% | +260.9% |
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