+119.9%
CMI vs UAL
+129.5%
-9.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | -1.8% | +2.3% | -4.1% | -2.4% |
| 30D | -12.2% | +13.3% | -25.6% | -15.7% |
| 3M | -26.5% | -6.3% | -20.3% | -25.6% |
| 6M | -33.6% | +22.5% | -56.1% | -38.2% |
| YTD | -8.3% | +5.9% | -14.2% | -11.8% |
| 1Y | -1.3% | +24.7% | -25.9% | -9.3% |
| 3Y | +124.8% | +211.6% | -86.8% | +53.0% |
| 5Y | +119.9% | +130.6% | -10.7% | +52.9% |
| All | +119.9% | +129.5% | -9.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling