+280.3%
UAL vs CRS
+885.8%
-605.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.4% |
| 7D | +12.5% | +0.2% | +12.2% | +12.2% |
| 30D | +12.2% | -22.9% | +35.1% | +24.9% |
| 3M | -2.6% | -46.8% | +44.3% | +29.9% |
| 6M | +21.1% | -30.4% | +51.5% | +40.4% |
| YTD | +7.8% | -5.4% | +13.2% | +6.1% |
| 1Y | +25.4% | -9.0% | +34.4% | +25.3% |
| 3Y | +217.3% | +352.2% | -134.8% | +31.7% |
| 5Y | +132.9% | +852.2% | -719.4% | -38.6% |
| 10Y | +101.1% | +862.6% | -761.5% | -52.2% |
| All | +280.3% | +885.8% | -605.5% | -41.2% |
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