+20.0%
COP vs UAL
+127.4%
-107.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | +3.0% | +0.7% | +2.3% | +3.0% |
| 30D | +17.5% | -16.1% | +33.6% | +17.9% |
| 3M | +13.4% | +6.1% | +7.2% | +12.6% |
| 6M | +17.7% | +10.8% | +6.9% | +16.4% |
| YTD | +46.6% | -0.4% | +47.0% | +46.1% |
| 1Y | +44.6% | +5.0% | +39.6% | +42.7% |
| All | +20.0% | +127.4% | -107.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling