+465.0%
COP vs UAL
+239.3%
+225.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | -9.7% | +5.0% | -14.7% | -10.4% |
| 30D | +4.7% | -1.2% | +6.0% | +4.6% |
| 3M | +18.5% | -16.8% | +35.3% | +20.6% |
| 6M | +11.4% | +18.0% | -6.6% | +7.4% |
| YTD | +47.9% | -1.2% | +49.1% | +44.6% |
| 1Y | +59.3% | +14.3% | +45.0% | +52.4% |
| 3Y | +23.6% | +194.6% | -171.0% | +0.9% |
| 5Y | +113.1% | +109.6% | +3.5% | +77.4% |
| 10Y | +329.1% | +93.1% | +236.0% | +243.1% |
| All | +465.0% | +239.3% | +225.7% | +273.8% |
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