+217.3%
UAL vs CRL
+102.9%
+114.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.9% |
| 7D | +12.5% | -1.7% | +14.2% | +12.8% |
| 30D | +12.2% | +14.6% | -2.4% | +5.5% |
| 3M | -2.6% | +24.8% | -27.4% | -11.8% |
| 6M | +21.1% | +94.7% | -73.6% | -9.4% |
| YTD | +7.8% | +73.4% | -65.5% | -16.3% |
| 1Y | +25.4% | +104.7% | -79.3% | -9.1% |
| 3Y | +217.3% | +101.1% | +116.3% | +103.3% |
| All | +217.3% | +102.9% | +114.4% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling