+248.5%
UAL vs CF
+5,069.6%
-4,821.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 6M | +18.0% | -6.5% | +24.5% | +16.6% |
| YTD | -1.2% | +55.6% | -56.7% | -21.4% |
| 1Y | +14.3% | +42.3% | -28.0% | -6.3% |
| 3Y | +194.6% | +55.7% | +138.8% | +125.2% |
| 5Y | +109.6% | +122.4% | -12.8% | +29.4% |
| 10Y | +93.1% | +568.5% | -475.5% | -20.4% |
| All | +248.5% | +5,069.6% | -4,821.0% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling