+73.7%
UAL vs CAH
+418.0%
-344.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -3.0% | +3.5% | -6.5% | -4.4% |
| 30D | +10.5% | +13.5% | -3.0% | +4.8% |
| 3M | -13.5% | +21.8% | -35.3% | -20.5% |
| 6M | +14.2% | +51.5% | -37.3% | -4.4% |
| YTD | -2.2% | +38.1% | -40.3% | -15.6% |
| 1Y | +12.5% | +37.7% | -25.2% | -2.9% |
| 3Y | +186.8% | +179.6% | +7.2% | +71.9% |
| 5Y | +119.4% | +504.9% | -385.6% | -12.4% |
| All | +73.7% | +418.0% | -344.3% | -28.7% |
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