+27.5%
UAL vs CMS
+1.4%
+26.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.4% | +6.6% | +7.8% |
| 7D | +11.9% | +4.1% | +7.9% | +11.4% |
| 30D | +5.2% | +10.9% | -5.6% | +3.9% |
| 3M | -12.7% | -0.2% | -12.5% | -12.7% |
| 6M | +28.5% | -4.7% | +33.3% | +28.9% |
| YTD | +3.5% | +3.9% | -0.4% | +6.0% |
| 1Y | +27.5% | +0.4% | +27.2% | +31.4% |
| All | +27.5% | +1.4% | +26.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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