+139.2%
UAL vs CG
+10.1%
+129.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.5% |
| 7D | +0.7% | -4.3% | +5.0% | +3.5% |
| 30D | -16.1% | -5.1% | -11.0% | -13.6% |
| 3M | +6.1% | +8.7% | -2.5% | -0.2% |
| 6M | +10.8% | -9.2% | +20.1% | +16.6% |
| YTD | -0.4% | -18.9% | +18.5% | +12.2% |
| 1Y | +5.0% | -25.6% | +30.7% | +24.5% |
| 3Y | +124.0% | +57.3% | +66.7% | +65.7% |
| All | +139.2% | +10.1% | +129.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling