+25.4%
UAL vs CAPR
+47.8%
-22.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.9% | +10.1% | +0.3% |
| 7D | +12.5% | +7.6% | +4.8% | +12.4% |
| 30D | +12.2% | +13.3% | -1.1% | +12.0% |
| 3M | -2.6% | +130.4% | -133.0% | -3.6% |
| 6M | +21.1% | -70.8% | +91.9% | +21.7% |
| YTD | +7.8% | -69.3% | +77.1% | +8.2% |
| 1Y | +25.4% | +59.5% | -34.1% | +21.6% |
| All | +25.4% | +47.8% | -22.4% | +21.6% |
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