+12.5%
UAL vs CRS
-14.1%
+26.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.8% |
| 7D | -3.0% | +4.8% | -7.8% | -4.7% |
| 30D | +10.5% | -23.2% | +33.6% | +20.0% |
| 3M | -13.5% | -45.5% | +32.0% | +9.5% |
| 6M | +14.2% | -33.1% | +47.3% | +29.5% |
| YTD | -2.2% | -7.2% | +5.0% | +1.5% |
| 1Y | +12.5% | -10.0% | +22.5% | +17.4% |
| All | +12.5% | -14.1% | +26.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling