+31.9%
CRM vs UAL
+14.6%
+17.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | 0.0% |
| 7D | +2.0% | -3.0% | +5.0% | +1.7% |
| 30D | -7.7% | +10.5% | -18.1% | -6.4% |
| 3M | +8.4% | -13.5% | +21.9% | +7.1% |
| 6M | +31.9% | +14.2% | +17.7% | +34.3% |
| All | +31.9% | +14.6% | +17.4% | +34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling