+2,166.4%
CRM vs UAL
+235.7%
+1,930.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +2.0% | -3.0% | +5.0% | +2.4% |
| 30D | -7.7% | +10.5% | -18.1% | -9.5% |
| 3M | +8.4% | -13.5% | +21.9% | +10.5% |
| 6M | +31.9% | +14.2% | +17.7% | +27.1% |
| YTD | -17.2% | -2.2% | -15.0% | -18.8% |
| 1Y | -8.6% | +12.5% | -21.1% | -12.7% |
| 3Y | +3.1% | +186.8% | -183.7% | -19.1% |
| 5Y | -27.6% | +119.4% | -147.0% | -41.8% |
| 10Y | +197.6% | +81.4% | +116.2% | +122.7% |
| All | +2,166.4% | +235.7% | +1,930.7% | +1,017.7% |
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