+27.5%
UAL vs CLX
-6.5%
+34.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +6.0% |
| 7D | +11.9% | +14.2% | -2.3% | +7.2% |
| 30D | +5.2% | +22.7% | -17.4% | -1.6% |
| 3M | -12.7% | -2.8% | -9.9% | -12.3% |
| 6M | +28.5% | +17.7% | +10.8% | +21.6% |
| YTD | +3.5% | +3.3% | +0.2% | +2.5% |
| 1Y | +27.5% | -5.6% | +33.2% | +32.8% |
| All | +27.5% | -6.5% | +34.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling