+92.6%
UAL vs CFG
+242.7%
-150.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.8% |
| 7D | +8.2% | -0.9% | +9.0% | +9.1% |
| 30D | +2.3% | +1.1% | +1.3% | +1.7% |
| 3M | -12.7% | -12.0% | -0.7% | -3.6% |
| 6M | +12.7% | -2.2% | +14.9% | +14.5% |
| YTD | +0.8% | +11.4% | -10.6% | -7.0% |
| 1Y | +17.8% | +27.8% | -10.1% | -2.2% |
| 3Y | +206.7% | +173.3% | +33.4% | +43.4% |
| 5Y | +113.9% | +62.4% | +51.5% | +43.3% |
| All | +92.6% | +242.7% | -150.1% | -20.1% |
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