+106.2%
COST vs UAL
+131.8%
-25.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -3.2% | +3.5% | -6.6% | -3.5% |
| 30D | -4.0% | -16.5% | +12.5% | -2.4% |
| 3M | -6.5% | +2.8% | -9.2% | -7.1% |
| 6M | -8.5% | +17.6% | -26.1% | -10.9% |
| YTD | +6.0% | -3.2% | +9.2% | +5.3% |
| 1Y | -5.8% | +0.4% | -6.2% | -7.1% |
| 3Y | +71.8% | +128.2% | -56.3% | +48.3% |
| 5Y | +106.2% | +137.7% | -31.5% | +72.1% |
| All | +106.2% | +131.8% | -25.5% | +72.1% |
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 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