+109.6%
UAL vs CAPR
+126.3%
-16.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.5% |
| 7D | +5.0% | +29.7% | -24.7% | +4.4% |
| 30D | -1.2% | +11.0% | -12.2% | -1.5% |
| 3M | -16.8% | +118.8% | -135.6% | -18.6% |
| 6M | +18.0% | -73.9% | +91.9% | +19.5% |
| YTD | -1.2% | -70.2% | +69.0% | -0.4% |
| 1Y | +14.3% | +38.3% | -23.9% | +5.6% |
| 3Y | +194.6% | +199.7% | -5.1% | +130.7% |
| 5Y | +109.6% | +130.6% | -20.9% | +46.8% |
| All | +109.6% | +126.3% | -16.7% | +46.8% |
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 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