+2,487.3%
CRM vs UAL
+232.4%
+2,254.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.4% |
| 7D | -3.5% | +3.4% | -6.9% | -4.1% |
| 30D | +29.3% | -16.5% | +45.7% | +33.1% |
| 3M | +36.8% | +2.8% | +34.1% | +35.2% |
| 6M | +23.9% | +17.6% | +6.3% | +18.6% |
| YTD | -5.5% | -3.2% | -2.3% | -6.7% |
| 1Y | -0.4% | +0.4% | -0.8% | -2.8% |
| 3Y | +12.8% | +128.2% | -115.4% | -7.6% |
| 5Y | -3.5% | +137.7% | -141.2% | -23.2% |
| 10Y | +238.4% | +99.1% | +139.3% | +150.2% |
| All | +2,487.3% | +232.4% | +2,254.9% | +1,183.4% |
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 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