+96.5%
UAL vs COR
+489.9%
-393.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | +2.3% | -1.2% | +3.4% | +2.7% |
| 30D | +13.3% | +7.6% | +5.7% | +10.9% |
| 3M | -6.3% | +5.0% | -11.3% | -7.8% |
| 6M | +22.5% | +35.3% | -12.8% | +10.8% |
| YTD | +5.9% | +4.2% | +1.6% | +3.0% |
| 1Y | +24.7% | -3.4% | +28.1% | +24.3% |
| 3Y | +211.6% | +81.1% | +130.5% | +135.6% |
| 5Y | +130.6% | +195.8% | -65.3% | +39.7% |
| 10Y | +96.5% | +493.6% | -397.1% | -3.9% |
| All | +96.5% | +489.9% | -393.5% | -3.9% |
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