+36.8%
COF vs UAL
+132.2%
-95.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -6.2% | +12.5% | -18.6% | -10.9% |
| 30D | -1.7% | +12.2% | -13.9% | -6.8% |
| 3M | -10.2% | -2.6% | -7.7% | -10.1% |
| 6M | +4.2% | +21.1% | -16.9% | -5.5% |
| YTD | -18.2% | +7.8% | -26.1% | -22.9% |
| 1Y | -9.7% | +25.4% | -35.1% | -20.2% |
| 3Y | +95.0% | +217.3% | -122.3% | +10.0% |
| 5Y | +36.8% | +132.9% | -96.0% | -17.6% |
| All | +36.8% | +132.2% | -95.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling