+200.6%
UAL vs CSGP
-58.5%
+259.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.2% |
| 7D | +5.0% | +13.9% | -8.9% | +2.4% |
| 30D | -1.2% | +16.0% | -17.2% | -4.7% |
| 3M | -16.8% | +6.1% | -22.9% | -18.4% |
| 6M | +18.0% | -8.2% | +26.1% | +18.9% |
| YTD | -1.2% | -52.3% | +51.1% | +21.3% |
| 1Y | +14.3% | -54.5% | +68.8% | +42.9% |
| All | +200.6% | -58.5% | +259.1% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling