+116.5%
UAL vs CAG
-41.0%
+157.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -1.9% |
| 7D | -3.0% | -3.3% | +0.3% | -2.5% |
| 30D | +10.5% | +7.7% | +2.8% | +9.1% |
| 3M | -13.5% | -3.2% | -10.3% | -13.3% |
| 6M | +14.2% | +7.0% | +7.3% | +12.4% |
| YTD | -2.2% | -9.0% | +6.7% | -2.0% |
| 1Y | +12.5% | -9.6% | +22.1% | +12.9% |
| 3Y | +186.8% | -36.0% | +222.8% | +206.7% |
| All | +116.5% | -41.0% | +157.5% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling