+129.8%
UAL vs CAPR
+40.5%
+89.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.7% |
| 30D | -16.1% | +139.2% | -155.3% | -17.6% |
| 3M | +6.1% | -66.4% | +72.5% | +6.9% |
| 6M | +10.8% | -63.1% | +74.0% | +11.4% |
| YTD | -0.4% | -67.4% | +67.0% | +0.2% |
| 1Y | +5.0% | +58.2% | -53.2% | -1.5% |
| All | +129.8% | +40.5% | +89.3% | +94.5% |
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