+251.3%
UAL vs COR
+2,258.1%
-2,006.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.8% |
| 30D | -16.1% | +4.5% | -20.6% | -18.4% |
| 3M | +6.1% | +22.7% | -16.5% | -5.8% |
| 6M | +10.8% | -9.7% | +20.6% | +14.3% |
| YTD | -0.4% | -1.4% | +1.0% | -3.1% |
| 1Y | +5.0% | +13.9% | -8.9% | -7.0% |
| 3Y | +124.0% | +94.0% | +30.1% | +36.7% |
| 5Y | +141.0% | +184.0% | -43.0% | +13.6% |
| 10Y | +118.0% | +406.8% | -288.8% | -39.3% |
| All | +251.3% | +2,258.1% | -2,006.8% | -79.3% |
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