+204.7%
CTVA vs UAL
+48.2%
+156.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +0.5% |
| 7D | +1.6% | +10.2% | -8.6% | -0.4% |
| 30D | -8.5% | +12.0% | -20.6% | -10.7% |
| 3M | +5.3% | -7.1% | +12.4% | +6.3% |
| 6M | -0.1% | +20.9% | -21.0% | -4.9% |
| YTD | +21.2% | +7.7% | +13.6% | +16.9% |
| 1Y | +27.0% | +23.6% | +3.4% | +18.7% |
| 3Y | +87.2% | +222.6% | -135.3% | +35.6% |
| 5Y | +77.9% | +127.9% | -50.1% | +33.1% |
| All | +204.7% | +48.2% | +156.5% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling