+12.5%
UAL vs CAI
-6.2%
+18.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.0% |
| 7D | -3.0% | -8.7% | +5.6% | -1.4% |
| 30D | +10.5% | -23.8% | +34.3% | +15.4% |
| 3M | -13.5% | +3.9% | -17.4% | -16.0% |
| 6M | +14.2% | +56.8% | -42.6% | -1.9% |
| YTD | -2.2% | -14.6% | +12.4% | -2.4% |
| 1Y | +12.5% | -5.2% | +17.7% | +10.9% |
| All | +12.5% | -6.2% | +18.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling