+107.5%
UAL vs CRL
+255.5%
-148.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.2% |
| 30D | -16.1% | +10.7% | -26.8% | -19.8% |
| 3M | +6.1% | +55.3% | -49.1% | -12.7% |
| 6M | +10.8% | +60.7% | -49.8% | -11.0% |
| YTD | -0.4% | +44.6% | -45.0% | -16.8% |
| 1Y | +5.0% | +77.7% | -72.7% | -20.7% |
| 3Y | +124.0% | +37.6% | +86.4% | +77.4% |
| 5Y | +141.0% | -35.8% | +176.8% | +157.0% |
| All | +107.5% | +255.5% | -148.0% | -5.7% |
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