+226.5%
COF vs UAL
+263.5%
-37.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.2% |
| 7D | -4.5% | +2.3% | -6.7% | -5.3% |
| 30D | -2.0% | +13.3% | -15.3% | -6.4% |
| 3M | -9.7% | -6.3% | -3.5% | -8.5% |
| 6M | +8.0% | +22.5% | -14.5% | -0.4% |
| YTD | -17.7% | +5.9% | -23.6% | -21.0% |
| 1Y | -9.3% | +24.7% | -34.0% | -17.5% |
| 3Y | +96.3% | +211.6% | -115.3% | +27.2% |
| 5Y | +37.0% | +130.6% | -93.6% | -5.4% |
| 10Y | +188.1% | +96.5% | +91.6% | +89.5% |
| All | +226.5% | +263.5% | -37.0% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling