+255.6%
UAL vs CRL
+646.4%
-390.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | -1.7% |
| 7D | +8.2% | -6.1% | +14.2% | +10.5% |
| 30D | +2.3% | +12.4% | -10.1% | -4.4% |
| 3M | -12.7% | +27.1% | -39.8% | -23.7% |
| 6M | +12.7% | +85.7% | -73.0% | -19.1% |
| YTD | +0.8% | +69.2% | -68.4% | -25.3% |
| 1Y | +17.8% | +97.5% | -79.7% | -19.3% |
| 3Y | +206.7% | +86.1% | +120.6% | +99.0% |
| 5Y | +113.9% | -10.0% | +123.9% | +90.8% |
| 10Y | +97.0% | +395.0% | -298.0% | -38.5% |
| All | +255.6% | +646.4% | -390.8% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling