+73.7%
UAL vs CRS
+790.4%
-716.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.3% |
| 7D | -3.0% | +4.8% | -7.8% | -5.5% |
| 30D | +10.5% | -23.2% | +33.6% | +24.2% |
| 3M | -13.5% | -45.5% | +32.0% | +16.7% |
| 6M | +14.2% | -33.1% | +47.3% | +36.7% |
| YTD | -2.2% | -7.2% | +5.0% | -3.4% |
| 1Y | +12.5% | -10.0% | +22.5% | +12.5% |
| 3Y | +186.8% | +332.3% | -145.5% | +8.9% |
| 5Y | +119.4% | +801.9% | -682.5% | -51.4% |
| All | +73.7% | +790.4% | -716.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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