-8.7%
CMG vs UAL
-0.3%
-8.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -6.5% | -1.1% | -5.3% | -6.2% |
| 30D | +12.1% | -13.4% | +25.5% | +16.3% |
| 3M | +20.6% | -2.3% | +22.9% | +20.0% |
| 6M | +2.1% | +13.3% | -11.2% | -3.5% |
| YTD | -2.6% | -4.2% | +1.6% | -3.2% |
| 1Y | -8.7% | +1.4% | -10.1% | -13.4% |
| All | -8.7% | -0.3% | -8.4% | -13.4% |
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