+109.6%
UAL vs CSGP
-62.1%
+171.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.0% |
| 7D | +5.0% | +13.9% | -8.9% | +0.5% |
| 30D | -1.2% | +16.0% | -17.2% | -7.1% |
| 3M | -16.8% | +6.1% | -22.9% | -19.8% |
| 6M | +18.0% | -8.2% | +26.1% | +18.4% |
| YTD | -1.2% | -52.3% | +51.1% | +28.8% |
| 1Y | +14.3% | -54.5% | +68.8% | +52.1% |
| 3Y | +194.6% | -58.6% | +253.1% | +294.1% |
| 5Y | +109.6% | -61.5% | +171.1% | +188.8% |
| All | +109.6% | -62.1% | +171.7% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling