+263.8%
COF vs UAL
+242.1%
+21.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -0.6% | -16.1% | +15.5% | +5.1% |
| 3M | +20.3% | +6.1% | +14.2% | +17.4% |
| 6M | +13.0% | +10.8% | +2.2% | +7.8% |
| YTD | -8.3% | -0.4% | -7.9% | -9.6% |
| 1Y | -1.5% | +5.0% | -6.5% | -5.0% |
| 3Y | +122.3% | +124.0% | -1.8% | +60.6% |
| 5Y | +52.5% | +141.0% | -88.5% | +4.4% |
| 10Y | +264.9% | +118.0% | +146.9% | +135.3% |
| All | +263.8% | +242.1% | +21.7% | +23.0% |
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