+1,389.0%
UAL vs CVE
+89.9%
+1,299.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | +0.7% | +2.5% | -1.8% | -0.1% |
| 30D | -16.1% | +16.7% | -32.8% | -20.3% |
| 3M | +6.1% | +9.3% | -3.1% | +1.8% |
| 6M | +10.8% | +43.6% | -32.8% | -4.2% |
| YTD | -0.4% | +93.6% | -94.0% | -22.5% |
| 1Y | +5.0% | +98.8% | -93.7% | -19.4% |
| 3Y | +124.0% | +73.6% | +50.4% | +74.9% |
| 5Y | +141.0% | +312.5% | -171.5% | +32.6% |
| 10Y | +118.0% | +161.0% | -43.0% | +3.2% |
| All | +1,389.0% | +89.9% | +1,299.1% | +537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling