+186.8%
UAL vs CLX
-6.4%
+193.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -3.0% | +9.5% | -12.5% | -5.6% |
| 30D | +10.5% | +30.7% | -20.2% | +2.5% |
| 3M | -13.5% | +4.2% | -17.7% | -14.9% |
| 6M | +14.2% | +22.1% | -7.9% | +7.6% |
| YTD | -2.2% | +14.1% | -16.3% | -6.8% |
| 1Y | +12.5% | +10.3% | +2.2% | +7.9% |
| 3Y | +186.8% | -7.8% | +194.6% | +174.7% |
| All | +186.8% | -6.4% | +193.2% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling