+7.1%
CRM vs UAL
+5.0%
+2.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.0% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +34.3% | -16.1% | +50.4% | +34.9% |
| 3M | +37.7% | +6.1% | +31.6% | +37.0% |
| 6M | +34.9% | +10.8% | +24.1% | +34.1% |
| YTD | -1.6% | -0.4% | -1.3% | -0.2% |
| 1Y | +7.1% | +5.0% | +2.1% | +7.4% |
| All | +7.1% | +5.0% | +2.2% | +7.4% |
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