+251.3%
UAL vs CLX
+178.8%
+72.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | +0.7% | -9.2% | +9.9% | +4.9% |
| 30D | -16.1% | -11.0% | -5.1% | -11.9% |
| 3M | +6.1% | +5.0% | +1.1% | +3.4% |
| 6M | +10.8% | -18.8% | +29.7% | +20.1% |
| YTD | -0.4% | -4.4% | +4.0% | +0.1% |
| 1Y | +5.0% | -21.9% | +26.9% | +14.7% |
| 3Y | +124.0% | -32.8% | +156.8% | +155.9% |
| 5Y | +141.0% | -34.6% | +175.5% | +167.3% |
| 10Y | +118.0% | -4.7% | +122.7% | +25.4% |
| All | +251.3% | +178.8% | +72.6% | -55.2% |
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