+116.5%
UAL vs CRL
-12.1%
+128.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -3.0% | +0.1% | -3.2% | -3.0% |
| 30D | +10.5% | +11.9% | -1.5% | +4.9% |
| 3M | -13.5% | +20.2% | -33.6% | -20.4% |
| 6M | +14.2% | +107.5% | -93.3% | -16.0% |
| YTD | -2.2% | +69.4% | -71.7% | -23.0% |
| 1Y | +12.5% | +99.7% | -87.2% | -16.9% |
| 3Y | +186.8% | +98.8% | +88.1% | +98.2% |
| All | +116.5% | -12.1% | +128.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling