+238.9%
CRM vs UAL
+112.5%
+126.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.4% |
| 7D | -4.4% | -1.4% | -3.0% | -4.2% |
| 30D | +28.1% | -12.2% | +40.4% | +31.0% |
| 3M | +48.8% | -2.5% | +51.3% | +48.7% |
| 6M | +28.3% | +21.1% | +7.1% | +21.6% |
| YTD | -6.0% | -1.8% | -4.2% | -7.5% |
| 1Y | +1.4% | +0.4% | +1.0% | -1.1% |
| 3Y | +11.8% | +130.3% | -118.4% | -10.4% |
| 5Y | -2.0% | +147.7% | -149.7% | -24.5% |
| All | +238.9% | +112.5% | +126.4% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling