+64.1%
COP vs UAL
+10.5%
+53.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.1% |
| 7D | +4.4% | -3.0% | +7.5% | +3.6% |
| 30D | 0.0% | +10.5% | -10.5% | +3.7% |
| 3M | +15.0% | -13.5% | +28.5% | +11.9% |
| 6M | +22.0% | +14.2% | +7.8% | +28.0% |
| YTD | +55.3% | -2.2% | +57.6% | +63.2% |
| 1Y | +64.1% | +12.5% | +51.6% | +70.0% |
| All | +64.1% | +10.5% | +53.6% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling