+255.6%
UAL vs COR
+2,276.7%
-2,021.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.0% |
| 7D | +8.2% | +0.8% | +7.3% | +7.8% |
| 30D | +2.3% | +5.1% | -2.8% | -0.4% |
| 3M | -12.7% | +2.8% | -15.5% | -14.3% |
| 6M | +12.7% | +32.5% | -19.8% | -4.5% |
| YTD | +0.8% | -0.7% | +1.5% | -2.4% |
| 1Y | +17.8% | -6.7% | +24.5% | +17.6% |
| 3Y | +206.7% | +73.7% | +133.0% | +101.2% |
| 5Y | +113.9% | +177.9% | -64.0% | +2.4% |
| 10Y | +97.0% | +533.8% | -436.8% | -53.5% |
| All | +255.6% | +2,276.7% | -2,021.1% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling