+117.8%
UAL vs CF
+569.3%
-451.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.6% |
| 7D | +0.7% | +6.0% | -5.3% | -1.4% |
| 30D | -16.1% | +14.8% | -31.0% | -20.4% |
| 3M | +6.1% | +14.1% | -7.9% | 0.0% |
| 6M | +10.8% | +28.5% | -17.7% | -5.5% |
| YTD | -0.4% | +74.9% | -75.3% | -26.1% |
| 1Y | +5.0% | +61.7% | -56.7% | -19.9% |
| 3Y | +124.0% | +80.3% | +43.7% | +53.8% |
| 5Y | +141.0% | +226.0% | -85.0% | +1.8% |
| All | +117.8% | +569.3% | -451.5% | -30.6% |
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