+62.0%
UAL vs CAI
-5.3%
+67.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.6% |
| 7D | +10.2% | -20.3% | +30.5% | +13.5% |
| 30D | +12.0% | -13.9% | +25.9% | +14.0% |
| 3M | -7.1% | +12.4% | -19.5% | -9.8% |
| 6M | +20.9% | +58.3% | -37.4% | +9.4% |
| YTD | +7.7% | -5.2% | +12.9% | +2.5% |
| 1Y | +23.6% | -0.2% | +23.7% | +17.3% |
| All | +62.0% | -5.3% | +67.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling