+251.3%
UAL vs CAG
+96.3%
+155.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.7% | -3.8% | +4.5% | +2.4% |
| 30D | -16.1% | +3.1% | -19.2% | -17.4% |
| 3M | +6.1% | +23.5% | -17.3% | -4.0% |
| 6M | +10.8% | -14.8% | +25.7% | +17.6% |
| YTD | -0.4% | -5.4% | +5.0% | -0.2% |
| 1Y | +5.0% | -11.8% | +16.8% | +8.0% |
| 3Y | +124.0% | -36.7% | +160.7% | +161.0% |
| 5Y | +141.0% | -40.3% | +181.2% | +183.4% |
| 10Y | +118.0% | -37.0% | +155.0% | +121.7% |
| All | +251.3% | +96.3% | +155.0% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling