+14.3%
UAL vs CF
+42.3%
-28.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.7% | -1.5% |
| 7D | +5.0% | +0.4% | +4.6% | +5.8% |
| 30D | -1.2% | +2.2% | -3.4% | +0.5% |
| 3M | -16.8% | +2.1% | -18.9% | -14.4% |
| 6M | +18.0% | -6.5% | +24.5% | +18.6% |
| YTD | -1.2% | +55.6% | -56.7% | +2.0% |
| 1Y | +14.3% | +42.3% | -28.0% | +23.1% |
| All | +14.3% | +42.3% | -28.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling