+92.6%
UAL vs CG
+290.3%
-197.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | +8.2% | -1.2% | +9.3% | +9.1% |
| 30D | +2.3% | +5.0% | -2.7% | -0.8% |
| 3M | -12.7% | -18.2% | +5.5% | -1.3% |
| 6M | +12.7% | -20.7% | +33.4% | +29.0% |
| YTD | +0.8% | -31.4% | +32.2% | +26.2% |
| 1Y | +17.8% | -22.3% | +40.0% | +36.0% |
| 3Y | +206.7% | +50.2% | +156.5% | +128.6% |
| 5Y | +113.9% | -22.1% | +135.9% | +130.7% |
| All | +92.6% | +290.3% | -197.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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