+133.6%
UAL vs CLBK
+57.4%
+76.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | +1.2% | -0.5% | 0.0% |
| 30D | -16.1% | +9.1% | -25.2% | -20.6% |
| 3M | +6.1% | +27.7% | -21.5% | -9.5% |
| 6M | +10.8% | +40.8% | -30.0% | -11.0% |
| YTD | -0.4% | +66.4% | -66.8% | -28.1% |
| 1Y | +5.0% | +72.4% | -67.4% | -26.3% |
| All | +133.6% | +57.4% | +76.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling