+139.2%
UAL vs CVE
+317.2%
-178.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -16.1% | +16.7% | -32.8% | -18.7% |
| 3M | +6.1% | +9.3% | -3.1% | +3.7% |
| 6M | +10.8% | +43.6% | -32.8% | -0.5% |
| YTD | -0.4% | +93.6% | -94.0% | -18.4% |
| 1Y | +5.0% | +98.8% | -93.7% | -15.0% |
| 3Y | +124.0% | +73.6% | +50.4% | +78.8% |
| All | +139.2% | +317.2% | -178.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling