+22.5%
UAL vs CRS
-28.2%
+50.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.6% |
| 7D | +2.3% | +4.4% | -2.1% | +0.7% |
| 30D | +13.3% | -19.1% | +32.5% | +19.1% |
| 3M | -6.3% | -43.2% | +36.9% | +16.1% |
| 6M | +22.5% | -28.9% | +51.4% | +23.5% |
| All | +22.5% | -28.2% | +50.7% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling