+25.2%
UAL vs CAI
-2.4%
+27.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.5% |
| 7D | +10.2% | -20.3% | +30.5% | +14.4% |
| 30D | +12.0% | -13.9% | +25.9% | +14.4% |
| 3M | -7.1% | +12.4% | -19.5% | -11.0% |
| 6M | +20.9% | +58.3% | -37.4% | +4.4% |
| YTD | +7.7% | -5.2% | +12.9% | +5.2% |
| All | +25.2% | -2.4% | +27.6% | +21.3% |
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