+248.5%
UAL vs CSGP
+535.2%
-286.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -3.7% |
| 7D | +5.0% | +13.9% | -8.9% | -1.8% |
| 30D | -1.2% | +16.0% | -17.2% | -10.1% |
| 3M | -16.8% | +6.1% | -22.9% | -21.6% |
| 6M | +18.0% | -8.2% | +26.1% | +17.2% |
| YTD | -1.2% | -52.3% | +51.1% | +35.5% |
| 1Y | +14.3% | -54.5% | +68.8% | +60.5% |
| 3Y | +194.6% | -58.6% | +253.1% | +318.6% |
| 5Y | +109.6% | -61.5% | +171.1% | +199.2% |
| 10Y | +93.1% | +74.7% | +18.4% | -0.4% |
| All | +248.5% | +535.2% | -286.6% | -43.8% |
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 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