+73.7%
UAL vs COPX
+307.7%
-234.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.3% |
| 7D | -3.0% | -2.8% | -0.2% | -1.3% |
| 30D | +10.5% | -14.3% | +24.8% | +20.7% |
| 3M | -13.5% | -19.0% | +5.6% | -3.1% |
| 6M | +14.2% | -24.4% | +38.6% | +30.7% |
| YTD | -2.2% | -3.2% | +1.0% | -6.5% |
| 1Y | +12.5% | +15.2% | -2.7% | -3.7% |
| 3Y | +186.8% | +127.6% | +59.2% | +53.3% |
| 5Y | +119.4% | +106.0% | +13.4% | +19.0% |
| All | +73.7% | +307.7% | -234.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling