+222.6%
UAL vs CAPR
+242.0%
-19.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.7% | +6.6% |
| 7D | +10.2% | +36.0% | -25.9% | +9.6% |
| 30D | +12.0% | +25.8% | -13.8% | +11.5% |
| 3M | -7.1% | +140.8% | -147.9% | -8.8% |
| 6M | +20.9% | -67.6% | +88.5% | +21.7% |
| YTD | +7.7% | -65.9% | +73.5% | +8.1% |
| 1Y | +23.6% | +66.1% | -42.5% | +16.1% |
| 3Y | +222.6% | +256.9% | -34.3% | +161.8% |
| All | +222.6% | +242.0% | -19.5% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling