+139.2%
UAL vs CAG
-40.1%
+179.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | -3.8% | +4.5% | +1.3% |
| 30D | -16.1% | +3.1% | -19.2% | -16.6% |
| 3M | +6.1% | +23.5% | -17.3% | +2.2% |
| 6M | +10.8% | -14.8% | +25.7% | +13.4% |
| YTD | -0.4% | -5.4% | +5.0% | -0.5% |
| 1Y | +5.0% | -11.8% | +16.8% | +6.2% |
| 3Y | +124.0% | -36.7% | +160.7% | +142.7% |
| All | +139.2% | -40.1% | +179.2% | +157.5% |
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