+280.3%
UAL vs CAH
+762.0%
-481.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +12.5% | +9.4% | +3.0% | +6.5% |
| 30D | +12.2% | +16.5% | -4.3% | +2.1% |
| 3M | -2.6% | +17.0% | -19.6% | -11.9% |
| 6M | +21.1% | +51.4% | -30.3% | -7.0% |
| YTD | +7.8% | +36.0% | -28.1% | -12.7% |
| 1Y | +25.4% | +36.0% | -10.6% | +1.3% |
| 3Y | +217.3% | +177.5% | +39.9% | +51.6% |
| 5Y | +132.9% | +509.2% | -376.3% | -37.0% |
| 10Y | +101.1% | +408.1% | -307.0% | -46.2% |
| All | +280.3% | +762.0% | -481.7% | -47.7% |
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