+251.3%
UAL vs CRS
+1,474.9%
-1,223.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -16.1% | -16.6% | +0.5% | -8.4% |
| 3M | +6.1% | -3.5% | +9.6% | +7.1% |
| 6M | +10.8% | +15.4% | -4.6% | +2.2% |
| YTD | -0.4% | +51.2% | -51.6% | -20.5% |
| 1Y | +5.0% | +98.3% | -93.3% | -28.8% |
| 3Y | +124.0% | +651.5% | -527.5% | -26.6% |
| 5Y | +141.0% | +1,411.1% | -1,270.1% | -48.5% |
| 10Y | +118.0% | +1,424.3% | -1,306.3% | -58.5% |
| All | +251.3% | +1,474.9% | -1,223.6% | -55.9% |
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