+206.2%
CTVA vs UAL
+48.4%
+157.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +2.4% | +12.5% | -10.0% | +0.1% |
| 30D | -8.1% | +12.2% | -20.3% | -10.3% |
| 3M | +6.3% | -2.6% | +8.9% | +6.4% |
| 6M | +0.4% | +21.1% | -20.6% | -4.4% |
| YTD | +21.8% | +7.8% | +14.0% | +17.4% |
| 1Y | +24.9% | +25.4% | -0.5% | +16.4% |
| 3Y | +92.3% | +217.3% | -125.0% | +39.8% |
| 5Y | +78.9% | +132.9% | -54.0% | +33.2% |
| All | +206.2% | +48.4% | +157.8% | +176.6% |
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