+45.7%
UAL vs CAI
-8.1%
+53.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -16.5% | +9.1% | -25.6% | -17.7% |
| 3M | +2.8% | +53.8% | -51.0% | -5.2% |
| 6M | +17.6% | +33.5% | -15.9% | +9.9% |
| YTD | -3.2% | -8.0% | +4.8% | -6.5% |
| 1Y | +0.4% | -28.7% | +29.1% | -2.2% |
| All | +45.7% | -8.1% | +53.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling