+105.2%
CTVA vs UAL
+131.8%
-26.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -2.1% | +3.5% | -5.5% | -2.6% |
| 30D | +12.0% | -16.5% | +28.5% | +14.9% |
| 3M | +13.5% | +2.8% | +10.7% | +12.5% |
| 6M | +12.1% | +17.6% | -5.5% | +8.3% |
| YTD | +29.0% | -3.2% | +32.2% | +27.9% |
| 1Y | +18.9% | +0.4% | +18.4% | +16.8% |
| 3Y | +78.9% | +128.2% | -49.3% | +48.2% |
| 5Y | +105.2% | +137.7% | -32.5% | +60.4% |
| All | +105.2% | +131.8% | -26.5% | +60.4% |
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 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