+223.2%
COF vs UAL
+235.7%
-12.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -3.4% | -3.0% | -0.3% | -2.6% |
| 30D | +0.4% | +10.5% | -10.1% | -3.4% |
| 3M | -12.5% | -13.5% | +0.9% | -9.0% |
| 6M | +8.3% | +14.2% | -5.9% | +2.2% |
| YTD | -18.6% | -2.2% | -16.3% | -19.8% |
| 1Y | -8.6% | +12.5% | -21.1% | -14.1% |
| 3Y | +94.7% | +186.8% | -92.2% | +29.5% |
| 5Y | +35.3% | +119.4% | -84.0% | -5.0% |
| 10Y | +185.1% | +81.4% | +103.7% | +92.4% |
| All | +223.2% | +235.7% | -12.5% | +9.2% |
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