+126.8%
COP vs UAL
+129.5%
-2.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | +0.2% | +13.3% | -13.1% | -0.6% |
| 3M | +10.2% | -6.3% | +16.5% | +10.6% |
| 6M | +20.1% | +22.5% | -2.4% | +17.1% |
| YTD | +50.5% | +5.9% | +44.7% | +48.2% |
| 1Y | +56.8% | +24.7% | +32.1% | +50.7% |
| 3Y | +30.3% | +211.6% | -181.3% | +8.3% |
| 5Y | +126.8% | +130.6% | -3.7% | +100.7% |
| All | +126.8% | +129.5% | -2.7% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling