+465.5%
COP vs UAL
+270.3%
+195.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -6.1% | +12.5% | -18.6% | -7.6% |
| 30D | +1.1% | +12.2% | -11.1% | -0.7% |
| 3M | +10.9% | -2.6% | +13.5% | +10.7% |
| 6M | +20.8% | +21.1% | -0.3% | +16.1% |
| YTD | +48.0% | +7.8% | +40.2% | +43.1% |
| 1Y | +58.5% | +25.4% | +33.1% | +49.8% |
| 3Y | +28.1% | +217.3% | -189.2% | +3.6% |
| 5Y | +120.5% | +132.9% | -12.4% | +81.0% |
| 10Y | +310.1% | +101.1% | +209.0% | +225.4% |
| All | +465.5% | +270.3% | +195.3% | +269.9% |
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