+104.2%
UAL vs CAH
+295.7%
-191.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.2% |
| 30D | -13.4% | +1.2% | -14.6% | -13.9% |
| 3M | -2.3% | +13.1% | -15.4% | -7.2% |
| 6M | +13.3% | +8.5% | +4.9% | +9.2% |
| YTD | -4.2% | +17.6% | -21.8% | -11.2% |
| 1Y | +1.4% | +60.7% | -59.3% | -19.0% |
| 3Y | +125.8% | +183.2% | -57.4% | +34.2% |
| 5Y | +130.0% | +402.2% | -272.2% | +1.6% |
| 10Y | +104.2% | +302.3% | -198.1% | -9.4% |
| All | +104.2% | +295.7% | -191.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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