+37.4%
CMI vs UAL
+0.8%
+36.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -12.4% | -12.2% | -0.2% | -8.6% |
| 3M | -14.8% | -2.5% | -12.3% | -14.6% |
| 6M | +0.8% | +21.1% | -20.3% | -7.7% |
| YTD | +10.2% | -1.8% | +12.0% | +6.9% |
| 1Y | +37.4% | +0.4% | +37.0% | +28.1% |
| All | +37.4% | +0.8% | +36.6% | +28.1% |
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 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