+166.4%
UAL vs CAPR
-99.1%
+265.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | +10.8% | -63.1% | +74.0% | +11.3% |
| YTD | -0.4% | -67.4% | +67.0% | +0.1% |
| 1Y | +5.0% | +58.2% | -53.2% | -0.9% |
| 3Y | +124.0% | +42.2% | +81.8% | +107.8% |
| 5Y | +141.0% | +87.3% | +53.7% | +120.8% |
| 10Y | +118.0% | -75.3% | +193.3% | +91.8% |
| All | +166.4% | -99.1% | +265.5% | +144.2% |
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