+92.6%
UAL vs CMS
+125.4%
-32.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.7% |
| 7D | +8.2% | -1.3% | +9.5% | +8.6% |
| 30D | +2.3% | +6.3% | -4.0% | +0.4% |
| 3M | -12.7% | -2.1% | -10.6% | -12.2% |
| 6M | +12.7% | -5.1% | +17.8% | +14.2% |
| YTD | +0.8% | +1.3% | -0.4% | 0.0% |
| 1Y | +17.8% | -1.4% | +19.2% | +17.7% |
| 3Y | +206.7% | +36.9% | +169.8% | +172.0% |
| 5Y | +113.9% | +32.5% | +81.3% | +89.0% |
| All | +92.6% | +125.4% | -32.8% | +77.8% |
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