+112.3%
UAL vs CLBK
+24.6%
+87.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +8.2% | +0.6% | +7.5% | +7.9% |
| 30D | +2.3% | +2.9% | -0.5% | +1.0% |
| 3M | -12.7% | +3.0% | -15.6% | -14.0% |
| 6M | +12.7% | +27.3% | -14.6% | 0.0% |
| YTD | +0.8% | +58.0% | -57.2% | -19.1% |
| 1Y | +17.8% | +62.4% | -44.6% | -6.7% |
| 3Y | +206.7% | +46.9% | +159.8% | +150.1% |
| All | +112.3% | +24.6% | +87.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling