+101.1%
UAL vs CG
+308.6%
-207.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +1.1% |
| 7D | +12.5% | +2.0% | +10.5% | +11.2% |
| 30D | +12.2% | +8.5% | +3.7% | +6.5% |
| 3M | -2.6% | -12.1% | +9.6% | +5.3% |
| 6M | +21.1% | -16.4% | +37.5% | +34.3% |
| YTD | +7.8% | -28.0% | +35.8% | +30.9% |
| 1Y | +25.4% | -18.9% | +44.3% | +41.1% |
| 3Y | +217.3% | +51.2% | +166.1% | +135.3% |
| 5Y | +132.9% | -15.9% | +148.7% | +139.4% |
| 10Y | +101.1% | +305.9% | -204.8% | -4.7% |
| All | +101.1% | +308.6% | -207.5% | -4.7% |
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