+248.5%
UAL vs COR
+2,320.3%
-2,071.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.5% | -2.4% |
| 7D | +5.0% | +2.8% | +2.3% | +3.7% |
| 30D | -1.2% | +7.4% | -8.6% | -4.9% |
| 3M | -16.8% | +7.3% | -24.1% | -20.2% |
| 6M | +18.0% | +11.5% | +6.4% | +7.9% |
| YTD | -1.2% | +1.2% | -2.4% | -5.3% |
| 1Y | +14.3% | -3.3% | +17.6% | +11.9% |
| 3Y | +194.6% | +78.5% | +116.1% | +90.4% |
| 5Y | +109.6% | +183.0% | -73.3% | -0.6% |
| 10Y | +93.1% | +545.4% | -452.3% | -54.8% |
| All | +248.5% | +2,320.3% | -2,071.8% | -79.8% |
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