+139.2%
UAL vs COR
+184.0%
-44.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.7% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | -16.1% | +4.5% | -20.6% | -16.6% |
| 3M | +6.1% | +22.7% | -16.5% | +3.2% |
| 6M | +10.8% | -9.7% | +20.6% | +13.4% |
| YTD | -0.4% | -1.4% | +1.0% | 0.0% |
| 1Y | +5.0% | +13.9% | -8.9% | +1.5% |
| 3Y | +124.0% | +94.0% | +30.1% | +65.1% |
| All | +139.2% | +184.0% | -44.8% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling