-3.6%
CMI vs UAL
+16.4%
-20.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | +0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | -14.0% | +7.8% | -21.7% | -16.5% |
| 3M | -28.3% | -11.1% | -17.3% | -25.8% |
| 6M | -34.9% | +16.1% | -51.0% | -39.7% |
| YTD | -9.9% | -0.5% | -9.4% | -13.9% |
| 1Y | -3.6% | +11.3% | -14.9% | -12.4% |
| All | -3.6% | +16.4% | -20.1% | -12.4% |
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