+104.2%
UAL vs CRS
+1,345.8%
-1,241.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.1% | -0.5% | -0.6% | -0.8% |
| 30D | -13.4% | -18.1% | +4.7% | -4.0% |
| 3M | -2.3% | -12.4% | +10.1% | +3.9% |
| 6M | +13.3% | +15.9% | -2.6% | +3.5% |
| YTD | -4.2% | +45.8% | -50.0% | -23.4% |
| 1Y | +1.4% | +87.8% | -86.4% | -31.3% |
| 3Y | +125.8% | +648.7% | -522.9% | -33.3% |
| 5Y | +130.0% | +1,416.6% | -1,286.7% | -59.0% |
| 10Y | +104.2% | +1,412.7% | -1,308.5% | -68.4% |
| All | +104.2% | +1,345.8% | -1,241.5% | -68.4% |
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