+112.3%
UAL vs CRS
+772.4%
-660.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +8.2% | -1.7% | +9.8% | +8.9% |
| 30D | +2.3% | -28.8% | +31.1% | +15.9% |
| 3M | -12.7% | -50.0% | +37.3% | +14.6% |
| 6M | +12.7% | -39.2% | +51.9% | +35.2% |
| YTD | +0.8% | -11.4% | +12.2% | +2.6% |
| 1Y | +17.8% | -11.7% | +29.5% | +19.7% |
| 3Y | +206.7% | +319.6% | -113.0% | +56.7% |
| All | +112.3% | +772.4% | -660.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling