+84.0%
CTVA vs UAL
+190.9%
-106.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +2.2% | +8.2% | -5.9% | +1.2% |
| 30D | -17.6% | +2.3% | -20.0% | -18.0% |
| 3M | +3.4% | -12.7% | +16.1% | +5.0% |
| 6M | -2.6% | +12.7% | -15.3% | -4.8% |
| YTD | +19.1% | +0.8% | +18.3% | +17.5% |
| 1Y | +26.8% | +17.8% | +9.0% | +21.7% |
| All | +84.0% | +190.9% | -106.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling