+468.4%
COP vs UAL
+246.2%
+222.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -11.5% | +8.2% | -19.7% | -12.5% |
| 30D | +5.0% | +2.3% | +2.6% | +4.3% |
| 3M | +17.5% | -12.7% | +30.2% | +18.9% |
| 6M | +16.2% | +12.7% | +3.5% | +12.8% |
| YTD | +48.8% | +0.8% | +48.0% | +45.1% |
| 1Y | +64.1% | +17.8% | +46.3% | +56.4% |
| 3Y | +25.7% | +206.7% | -181.0% | +2.0% |
| 5Y | +114.4% | +113.9% | +0.5% | +78.0% |
| 10Y | +331.7% | +97.0% | +234.7% | +244.3% |
| All | +468.4% | +246.2% | +222.1% | +275.0% |
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 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