+17.8%
UAL vs CAPR
+43.1%
-25.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +2.0% |
| 7D | +8.2% | +41.1% | -32.9% | +7.7% |
| 30D | +2.3% | +11.1% | -8.8% | +2.2% |
| 3M | -12.7% | +115.3% | -128.0% | -13.6% |
| 6M | +12.7% | -73.8% | +86.5% | +13.4% |
| YTD | +0.8% | -68.8% | +69.6% | +1.2% |
| 1Y | +17.8% | +43.3% | -25.5% | +14.3% |
| All | +17.8% | +43.1% | -25.3% | +14.3% |
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