+173.6%
COF vs UAL
+83.8%
+89.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | +0.8% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | -2.3% | +7.8% | -10.0% | -6.2% |
| 3M | -12.7% | -11.1% | -1.6% | -9.1% |
| 6M | +6.2% | +16.1% | -9.9% | -2.8% |
| YTD | -19.2% | -0.5% | -18.7% | -21.8% |
| 1Y | -11.5% | +11.3% | -22.8% | -18.6% |
| 3Y | +92.8% | +192.8% | -100.0% | +6.6% |
| 5Y | +34.3% | +123.3% | -88.9% | -20.8% |
| All | +173.6% | +83.8% | +89.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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