+118.5%
COST vs UAL
+113.1%
+5.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.3% |
| 7D | +4.1% | +8.2% | -4.1% | +3.2% |
| 30D | +12.0% | +2.3% | +9.6% | +11.6% |
| 3M | +11.2% | -12.7% | +23.9% | +12.4% |
| 6M | +6.1% | +12.7% | -6.6% | +4.1% |
| YTD | +22.9% | +0.8% | +22.1% | +21.4% |
| 1Y | +14.7% | +17.8% | -3.0% | +11.0% |
| 3Y | +92.3% | +206.7% | -114.4% | +58.0% |
| All | +118.5% | +113.1% | +5.4% | +82.1% |
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