+73.7%
UAL vs COR
+486.2%
-412.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.7% |
| 7D | -3.0% | +7.8% | -10.9% | -5.3% |
| 30D | +10.5% | +7.0% | +3.5% | +8.3% |
| 3M | -13.5% | +16.3% | -29.7% | -17.4% |
| 6M | +14.2% | +41.3% | -27.1% | +2.0% |
| YTD | -2.2% | +7.1% | -9.4% | -5.8% |
| 1Y | +12.5% | -0.8% | +13.3% | +11.2% |
| 3Y | +186.8% | +85.0% | +101.8% | +115.8% |
| 5Y | +119.4% | +203.9% | -84.5% | +32.1% |
| All | +73.7% | +486.2% | -412.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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