+251.3%
UAL vs CSGP
+512.6%
-261.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.8% |
| 7D | +0.7% | -4.1% | +4.8% | +2.8% |
| 30D | -16.1% | +2.3% | -18.4% | -17.9% |
| 3M | +6.1% | -8.2% | +14.3% | +8.3% |
| 6M | +10.8% | -35.1% | +45.9% | +34.2% |
| YTD | -0.4% | -54.0% | +53.6% | +42.0% |
| 1Y | +5.0% | -65.3% | +70.3% | +73.6% |
| 3Y | +124.0% | -62.6% | +186.6% | +242.5% |
| 5Y | +141.0% | -64.8% | +205.8% | +265.9% |
| 10Y | +118.0% | +45.1% | +72.9% | +27.7% |
| All | +251.3% | +512.6% | -261.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling