-0.8%
CRM vs UAL
+145.5%
-146.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | +28.1% | -12.2% | +40.4% | +31.7% |
| 3M | +48.8% | -2.5% | +51.3% | +48.6% |
| 6M | +28.3% | +21.1% | +7.1% | +19.6% |
| YTD | -6.0% | -1.8% | -4.2% | -7.9% |
| 1Y | +1.4% | +0.4% | +1.0% | -1.8% |
| 3Y | +11.8% | +130.3% | -118.4% | -19.0% |
| All | -0.8% | +145.5% | -146.3% | -35.1% |
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 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