+88.8%
UAL vs CF
+557.2%
-468.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.7% | -6.5% |
| 7D | +5.0% | +0.4% | +4.6% | +4.5% |
| 30D | -1.2% | +2.2% | -3.4% | -2.5% |
| 3M | -16.8% | +2.1% | -18.9% | -18.7% |
| 6M | +18.0% | -6.5% | +24.5% | +16.6% |
| YTD | -1.2% | +55.6% | -56.7% | -24.7% |
| 1Y | +14.3% | +42.3% | -28.0% | -9.6% |
| 3Y | +194.6% | +55.7% | +138.8% | +111.8% |
| 5Y | +109.6% | +122.4% | -12.8% | +6.3% |
| All | +88.8% | +557.2% | -468.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling