+191.9%
UAL vs CAG
-37.1%
+229.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.9% |
| 7D | +0.7% | -6.2% | +6.9% | +1.2% |
| 30D | +7.8% | +7.4% | +0.3% | +7.1% |
| 3M | -11.1% | -1.6% | -9.5% | -11.1% |
| 6M | +16.1% | +6.3% | +9.7% | +15.2% |
| YTD | -0.5% | -10.1% | +9.6% | -0.9% |
| 1Y | +11.3% | -10.2% | +21.5% | +10.8% |
| All | +191.9% | -37.1% | +229.0% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling