+13.0%
CVS vs UAL
+117.7%
-104.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | +6.6% | -3.0% | +9.6% | +6.8% |
| 30D | -0.4% | +10.5% | -10.9% | -1.6% |
| 3M | -5.3% | -13.5% | +8.2% | -4.2% |
| 6M | -7.7% | +14.2% | -21.9% | -9.6% |
| YTD | +16.0% | -2.2% | +18.3% | +15.0% |
| 1Y | +16.2% | +12.5% | +3.7% | +13.3% |
| 3Y | +47.6% | +186.8% | -139.3% | +25.4% |
| All | +13.0% | +117.7% | -104.8% | -3.0% |
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