+433.5%
CRH vs UAL
+229.0%
+204.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -10.8% | -13.4% | +2.6% | -8.0% |
| 3M | -13.5% | -2.3% | -11.2% | -13.2% |
| 6M | -15.4% | +13.3% | -28.8% | -18.0% |
| YTD | -27.6% | -4.2% | -23.4% | -27.5% |
| 1Y | -18.4% | +1.4% | -19.8% | -19.6% |
| 3Y | +72.5% | +125.8% | -53.3% | +39.2% |
| 5Y | +99.2% | +130.0% | -30.8% | +56.0% |
| 10Y | +257.0% | +104.2% | +152.8% | +161.5% |
| All | +433.5% | +229.0% | +204.6% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling