+117.8%
UAL vs CFG
+317.4%
-199.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | +1.5% | -0.8% | -0.4% |
| 30D | -16.1% | -3.8% | -12.3% | -13.5% |
| 3M | +6.1% | +11.5% | -5.3% | -2.4% |
| 6M | +10.8% | +19.2% | -8.3% | -3.1% |
| YTD | -0.4% | +23.7% | -24.1% | -15.3% |
| 1Y | +5.0% | +38.8% | -33.8% | -18.2% |
| 3Y | +124.0% | +178.9% | -54.9% | +2.8% |
| 5Y | +141.0% | +101.8% | +39.2% | +36.0% |
| All | +117.8% | +317.4% | -199.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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