+255.6%
UAL vs CLX
+203.8%
+51.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.9% |
| 7D | +8.2% | +13.6% | -5.4% | +2.4% |
| 30D | +2.3% | +23.4% | -21.0% | -6.6% |
| 3M | -12.7% | -2.8% | -9.8% | -11.9% |
| 6M | +12.7% | +14.0% | -1.3% | +5.7% |
| YTD | +0.8% | +4.2% | -3.4% | -2.5% |
| 1Y | +17.8% | -1.2% | +18.9% | +16.4% |
| 3Y | +206.7% | -12.7% | +219.4% | +211.5% |
| 5Y | +113.9% | -26.5% | +140.4% | +125.0% |
| 10Y | +97.0% | +20.2% | +76.8% | -7.3% |
| All | +255.6% | +203.8% | +51.8% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling