+169.5%
CMI vs UAL
+131.8%
+37.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +0.9% |
| 30D | -12.5% | -16.5% | +3.9% | -8.1% |
| 3M | -16.2% | +2.8% | -19.0% | -17.3% |
| 6M | +4.9% | +17.6% | -12.7% | -1.0% |
| YTD | +11.1% | -3.2% | +14.3% | +10.3% |
| 1Y | +43.4% | +0.4% | +42.9% | +40.2% |
| 3Y | +154.1% | +128.2% | +25.9% | +90.6% |
| 5Y | +169.5% | +137.7% | +31.8% | +87.9% |
| All | +169.5% | +131.8% | +37.7% | +87.9% |
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