+52.3%
UAL vs CLBK
+64.7%
-12.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.2% |
| 7D | -1.1% | -1.5% | +0.3% | -0.1% |
| 30D | -13.4% | +6.7% | -20.1% | -17.4% |
| 3M | -2.3% | +21.2% | -23.4% | -15.2% |
| 6M | +13.3% | +42.0% | -28.6% | -11.7% |
| YTD | -4.2% | +63.3% | -67.5% | -32.6% |
| 1Y | +1.4% | +65.4% | -64.0% | -29.8% |
| 3Y | +125.8% | +52.5% | +73.3% | +60.1% |
| 5Y | +130.0% | +42.0% | +88.0% | +45.9% |
| All | +52.3% | +64.7% | -12.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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