+3,773.4%
CMG vs UAL
+242.1%
+3,531.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | +7.1% | -16.1% | +23.2% | +10.4% |
| 3M | +31.2% | +6.1% | +25.0% | +29.2% |
| 6M | +0.7% | +10.8% | -10.2% | -2.1% |
| YTD | -0.1% | -0.4% | +0.3% | -1.2% |
| 1Y | -10.7% | +5.0% | -15.8% | -12.7% |
| 3Y | -4.7% | +124.0% | -128.7% | -21.5% |
| 5Y | -3.8% | +141.0% | -144.7% | -23.6% |
| 10Y | +352.5% | +118.0% | +234.5% | +227.2% |
| All | +3,773.4% | +242.1% | +3,531.3% | +1,660.1% |
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