+5.0%
UAL vs CRL
+78.8%
-73.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | -16.1% | +10.7% | -26.8% | -18.9% |
| 3M | +6.1% | +55.3% | -49.1% | -9.0% |
| 6M | +10.8% | +60.7% | -49.8% | -7.4% |
| YTD | -0.4% | +44.6% | -45.0% | -14.4% |
| 1Y | +5.0% | +77.7% | -72.7% | -10.6% |
| All | +5.0% | +78.8% | -73.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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