+104.9%
UAL vs CAG
-35.6%
+140.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | -3.8% | +4.5% | +1.5% |
| 30D | -16.1% | +3.1% | -19.2% | -16.8% |
| 3M | +6.1% | +23.5% | -17.3% | +1.0% |
| 6M | +10.8% | -14.8% | +25.7% | +14.3% |
| YTD | -0.4% | -5.4% | +5.0% | -0.2% |
| 1Y | +5.0% | -11.8% | +16.8% | +6.7% |
| 3Y | +124.0% | -36.7% | +160.7% | +144.0% |
| 5Y | +141.0% | -40.3% | +181.2% | +165.0% |
| All | +104.9% | -35.6% | +140.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling