+96.5%
UAL vs CRL
+358.0%
-261.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +2.3% | +5.0% | -2.8% | +0.2% |
| 30D | +13.3% | +13.5% | -0.2% | +6.5% |
| 3M | -6.3% | +21.5% | -27.8% | -14.9% |
| 6M | +22.5% | +103.4% | -80.9% | -11.6% |
| YTD | +5.9% | +71.8% | -65.9% | -18.8% |
| 1Y | +24.7% | +97.5% | -72.9% | -10.0% |
| 3Y | +211.6% | +99.2% | +112.3% | +108.4% |
| 5Y | +130.6% | -12.1% | +142.7% | +113.1% |
| 10Y | +96.5% | +359.2% | -262.7% | -20.4% |
| All | +96.5% | +358.0% | -261.6% | -20.4% |
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