+88.8%
UAL vs CVE
+137.5%
-48.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.7% |
| 7D | +5.0% | -14.1% | +19.1% | +9.7% |
| 30D | -1.2% | -11.6% | +10.4% | +1.9% |
| 3M | -16.8% | 0.0% | -16.8% | -18.2% |
| 6M | +18.0% | -8.4% | +26.3% | +17.2% |
| YTD | -1.2% | +65.9% | -67.1% | -22.3% |
| 1Y | +14.3% | +69.4% | -55.1% | -11.2% |
| 3Y | +194.6% | +55.9% | +138.6% | +129.1% |
| 5Y | +109.6% | +146.2% | -36.5% | +27.1% |
| All | +88.8% | +137.5% | -48.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling