+214.9%
UAL vs CVE
+59.0%
+155.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -7.6% | +15.6% | +8.5% |
| 7D | +11.9% | -12.1% | +24.0% | +12.9% |
| 30D | +5.2% | -9.8% | +15.0% | +5.7% |
| 3M | -12.7% | -0.7% | -12.0% | -13.7% |
| 6M | +28.5% | -4.3% | +32.8% | +27.1% |
| YTD | +3.5% | +70.6% | -67.1% | -17.7% |
| 1Y | +27.5% | +73.2% | -45.6% | +0.1% |
| All | +214.9% | +59.0% | +155.9% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling