+248.5%
UAL vs CMS
+834.1%
-585.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.3% |
| 7D | +5.0% | +1.7% | +3.3% | +4.0% |
| 30D | -1.2% | +8.6% | -9.9% | -6.5% |
| 3M | -16.8% | -0.5% | -16.3% | -16.6% |
| 6M | +18.0% | -4.2% | +22.1% | +20.4% |
| YTD | -1.2% | +3.4% | -4.6% | -4.5% |
| 1Y | +14.3% | +0.4% | +13.9% | +12.5% |
| 3Y | +194.6% | +38.2% | +156.3% | +127.2% |
| 5Y | +109.6% | +35.4% | +74.2% | +57.1% |
| 10Y | +93.1% | +131.7% | -38.6% | -17.5% |
| All | +248.5% | +834.1% | -585.5% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling