+17.8%
UAL vs CF
+46.5%
-28.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.4% |
| 7D | +8.2% | -3.2% | +11.3% | +7.0% |
| 30D | +2.3% | +4.3% | -2.0% | +5.2% |
| 3M | -12.7% | +2.8% | -15.5% | -9.9% |
| 6M | +12.7% | +0.6% | +12.1% | +16.6% |
| YTD | +0.8% | +56.6% | -55.8% | +5.7% |
| 1Y | +17.8% | +49.6% | -31.8% | +26.0% |
| All | +17.8% | +46.5% | -28.7% | +26.0% |
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