+401.9%
UAL vs COPX
+118.6%
+283.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -1.6% |
| 30D | +10.5% | -14.3% | +24.8% | +18.9% |
| 3M | -13.5% | -19.0% | +5.6% | -4.9% |
| 6M | +14.2% | -24.4% | +38.6% | +28.0% |
| YTD | -2.2% | -3.2% | +1.0% | -4.8% |
| 1Y | +12.5% | +15.2% | -2.7% | +0.5% |
| 3Y | +186.8% | +127.6% | +59.2% | +79.7% |
| 5Y | +119.4% | +106.0% | +13.4% | +40.5% |
| 10Y | +81.4% | +313.7% | -232.3% | -20.5% |
| All | +401.9% | +118.6% | +283.3% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling