+255.6%
UAL vs CRS
+822.6%
-567.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +8.2% | -1.7% | +9.8% | +9.0% |
| 30D | +2.3% | -28.8% | +31.1% | +18.6% |
| 3M | -12.7% | -50.0% | +37.3% | +20.1% |
| 6M | +12.7% | -39.2% | +51.9% | +39.6% |
| YTD | +0.8% | -11.4% | +12.2% | +2.5% |
| 1Y | +17.8% | -11.7% | +29.5% | +19.5% |
| 3Y | +206.7% | +319.6% | -113.0% | +32.1% |
| 5Y | +113.9% | +794.8% | -680.9% | -41.9% |
| 10Y | +97.0% | +926.9% | -829.9% | -54.4% |
| All | +255.6% | +822.6% | -567.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling