+5.7%
CVS vs UAL
+109.3%
-103.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.9% |
| 7D | -7.1% | +8.2% | -15.2% | -7.9% |
| 30D | -4.0% | +2.3% | -6.3% | -4.4% |
| 3M | -12.2% | -12.7% | +0.5% | -11.3% |
| 6M | -2.2% | +12.7% | -14.9% | -4.0% |
| YTD | +8.9% | +0.8% | +8.1% | +7.6% |
| 1Y | +9.9% | +17.8% | -7.9% | +6.7% |
| 3Y | +32.1% | +206.7% | -174.6% | +11.6% |
| All | +5.7% | +109.3% | -103.6% | -8.6% |
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