+100.2%
UAL vs CRL
+400.8%
-300.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.9% |
| 7D | +10.2% | +4.4% | +5.8% | +7.8% |
| 30D | +12.0% | +17.1% | -5.1% | +3.9% |
| 3M | -7.1% | +32.1% | -39.2% | -18.5% |
| 6M | +20.9% | +98.9% | -78.0% | -11.9% |
| YTD | +7.7% | +77.1% | -69.5% | -18.5% |
| 1Y | +23.6% | +110.3% | -86.7% | -13.1% |
| 3Y | +222.6% | +108.5% | +114.1% | +111.8% |
| 5Y | +127.9% | -7.9% | +135.8% | +106.3% |
| 10Y | +100.2% | +368.9% | -268.7% | -19.4% |
| All | +100.2% | +400.8% | -300.6% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling