+25.4%
UAL vs COR
-1.5%
+26.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.2% |
| 7D | +12.5% | +2.4% | +10.0% | +12.5% |
| 30D | +12.2% | +7.7% | +4.5% | +12.7% |
| 3M | -2.6% | +7.5% | -10.1% | -2.2% |
| 6M | +21.1% | +34.1% | -13.1% | +24.6% |
| YTD | +7.8% | +3.9% | +4.0% | +14.4% |
| 1Y | +25.4% | -3.6% | +29.0% | +27.0% |
| All | +25.4% | -1.5% | +26.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling