+96.5%
UAL vs CMS
+137.8%
-41.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +13.3% | +6.6% | +6.8% | +11.1% |
| 3M | -6.3% | +0.8% | -7.1% | -6.6% |
| 6M | +22.5% | -3.3% | +25.8% | +23.5% |
| YTD | +5.9% | +2.7% | +3.1% | +4.5% |
| 1Y | +24.7% | -4.0% | +28.7% | +25.7% |
| 3Y | +211.6% | +37.6% | +174.0% | +175.7% |
| 5Y | +130.6% | +35.4% | +95.1% | +102.2% |
| 10Y | +96.5% | +136.0% | -39.6% | +78.4% |
| All | +96.5% | +137.8% | -41.3% | +78.4% |
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 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