+41.9%
CMI vs UAL
+5.0%
+36.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -13.4% | -16.1% | +2.7% | -8.3% |
| 3M | -17.0% | +6.1% | -23.1% | -19.3% |
| 6M | -1.6% | +10.8% | -12.5% | -7.3% |
| YTD | +11.0% | -0.4% | +11.4% | +7.2% |
| 1Y | +41.9% | +5.0% | +36.9% | +34.0% |
| All | +41.9% | +5.0% | +36.9% | +34.0% |
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