+416.4%
UAL vs CG
+351.2%
+65.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.4% |
| 7D | +0.7% | -4.3% | +5.0% | +3.3% |
| 30D | -16.1% | -5.1% | -11.0% | -13.8% |
| 3M | +6.1% | +8.7% | -2.5% | +0.5% |
| 6M | +10.8% | -9.2% | +20.1% | +16.0% |
| YTD | -0.4% | -18.9% | +18.5% | +11.0% |
| 1Y | +5.0% | -25.6% | +30.7% | +22.6% |
| 3Y | +124.0% | +57.3% | +66.7% | +70.6% |
| 5Y | +141.0% | +10.2% | +130.8% | +113.5% |
| 10Y | +118.0% | +364.2% | -246.2% | +2.9% |
| All | +416.4% | +351.2% | +65.2% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling