+116.5%
UAL vs CAPR
+172.3%
-55.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | -1.6% |
| 7D | -3.0% | +5.9% | -8.9% | -3.2% |
| 30D | +10.5% | +44.6% | -34.2% | +9.4% |
| 3M | -13.5% | +126.4% | -139.9% | -15.5% |
| 6M | +14.2% | -68.6% | +82.8% | +15.2% |
| YTD | -2.2% | -67.0% | +64.7% | -1.7% |
| 1Y | +12.5% | +65.2% | -52.7% | +3.1% |
| 3Y | +186.8% | +235.6% | -48.7% | +123.9% |
| All | +116.5% | +172.3% | -55.7% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling