+129.8%
UAL vs COR
+93.9%
+35.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.3% |
| 7D | +0.7% | +2.8% | -2.1% | +1.0% |
| 30D | -16.1% | +4.5% | -20.6% | -15.6% |
| 3M | +6.1% | +22.7% | -16.5% | +8.8% |
| 6M | +10.8% | -9.7% | +20.6% | +10.6% |
| YTD | -0.4% | -1.4% | +1.0% | +0.9% |
| 1Y | +5.0% | +13.9% | -8.9% | +8.7% |
| All | +129.8% | +93.9% | +35.9% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling