+117.8%
UAL vs CMS
+117.1%
+0.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -16.1% | -3.6% | -12.5% | -15.1% |
| 3M | +6.1% | -1.9% | +8.1% | +6.6% |
| 6M | +10.8% | -11.0% | +21.8% | +14.7% |
| YTD | -0.4% | +0.2% | -0.6% | -0.8% |
| 1Y | +5.0% | -1.3% | +6.3% | +4.9% |
| 3Y | +124.0% | +35.9% | +88.1% | +99.2% |
| 5Y | +141.0% | +23.1% | +117.9% | +118.6% |
| All | +117.8% | +117.1% | +0.7% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling