+273.4%
UAL vs CAH
+764.1%
-490.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.0% |
| 7D | +2.3% | +5.9% | -3.7% | -1.4% |
| 30D | +13.3% | +16.5% | -3.2% | +3.1% |
| 3M | -6.3% | +15.7% | -22.0% | -14.7% |
| 6M | +22.5% | +52.7% | -30.2% | -6.4% |
| YTD | +5.9% | +36.3% | -30.4% | -14.4% |
| 1Y | +24.7% | +36.7% | -12.1% | +0.4% |
| 3Y | +211.6% | +178.2% | +33.4% | +48.6% |
| 5Y | +130.6% | +515.8% | -385.2% | -38.1% |
| 10Y | +96.5% | +411.8% | -315.4% | -47.7% |
| All | +273.4% | +764.1% | -490.7% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling