+27.5%
UAL vs CAPR
+47.4%
-19.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.3% | +7.9% |
| 7D | +11.9% | +43.2% | -31.3% | +11.5% |
| 30D | +5.2% | +14.7% | -9.4% | +5.0% |
| 3M | -12.7% | +113.9% | -126.6% | -13.6% |
| 6M | +28.5% | -73.4% | +101.9% | +29.4% |
| YTD | +3.5% | -69.1% | +72.6% | +3.9% |
| 1Y | +27.5% | +47.2% | -19.7% | +24.4% |
| All | +27.5% | +47.4% | -19.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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