+164.3%
UAL vs CAPR
-99.1%
+263.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.5% |
| 7D | +5.0% | +29.7% | -24.7% | +4.5% |
| 30D | -1.2% | +11.0% | -12.2% | -1.5% |
| 3M | -16.8% | +118.8% | -135.6% | -18.2% |
| 6M | +18.0% | -73.9% | +91.9% | +19.1% |
| YTD | -1.2% | -70.2% | +69.0% | -0.6% |
| 1Y | +14.3% | +38.3% | -23.9% | +8.1% |
| 3Y | +194.6% | +199.7% | -5.1% | +170.2% |
| 5Y | +109.6% | +130.6% | -20.9% | +91.5% |
| 10Y | +93.1% | -68.5% | +161.6% | +70.3% |
| All | +164.3% | -99.1% | +263.4% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling