+137.7%
UAL vs CAH
+400.8%
-263.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.0% |
| 7D | +3.4% | +0.5% | +3.0% | +3.3% |
| 30D | -16.5% | +1.7% | -18.2% | -16.9% |
| 3M | +2.8% | +17.9% | -15.1% | -2.1% |
| 6M | +17.6% | +10.9% | +6.6% | +13.9% |
| YTD | -3.2% | +17.9% | -21.1% | -8.2% |
| 1Y | +0.4% | +61.7% | -61.3% | -15.4% |
| 3Y | +128.2% | +183.7% | -55.6% | +41.5% |
| 5Y | +137.7% | +401.3% | -263.6% | -5.1% |
| All | +137.7% | +400.8% | -263.1% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling