+219.9%
CTVA vs UAL
+31.8%
+188.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.8% | -1.1% | -4.7% | -5.6% |
| 30D | +11.1% | -13.4% | +24.5% | +14.1% |
| 3M | +13.2% | -2.3% | +15.5% | +13.1% |
| 6M | +8.7% | +13.3% | -4.6% | +4.5% |
| YTD | +27.3% | -4.2% | +31.5% | +25.9% |
| 1Y | +18.0% | +1.4% | +16.6% | +14.9% |
| 3Y | +76.5% | +125.8% | -49.3% | +38.0% |
| 5Y | +105.1% | +130.0% | -24.9% | +52.3% |
| All | +219.9% | +31.8% | +188.1% | +196.7% |
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 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