+74.8%
CTVA vs UAL
+113.1%
-38.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | +2.2% | +8.2% | -5.9% | +1.1% |
| 30D | -17.6% | +2.3% | -20.0% | -18.0% |
| 3M | +3.4% | -12.7% | +16.1% | +5.1% |
| 6M | -2.6% | +12.7% | -15.3% | -5.0% |
| YTD | +19.1% | +0.8% | +18.3% | +17.2% |
| 1Y | +26.8% | +17.8% | +9.0% | +21.4% |
| 3Y | +63.9% | +206.7% | -142.8% | +29.7% |
| All | +74.8% | +113.1% | -38.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling