+1,126.0%
CAT vs UPS
+35.8%
+1,090.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | +5.6% | -2.1% | +7.7% | +6.6% |
| 30D | -2.3% | -2.3% | 0.0% | -1.3% |
| 3M | -10.0% | -5.2% | -4.8% | -8.0% |
| 6M | +21.2% | +1.4% | +19.8% | +19.5% |
| YTD | +44.4% | +6.1% | +38.3% | +39.2% |
| 1Y | +96.3% | +27.0% | +69.3% | +72.4% |
| 3Y | +203.9% | -25.9% | +229.8% | +236.9% |
| 5Y | +333.5% | -34.6% | +368.1% | +398.2% |
| 10Y | +1,126.0% | +36.2% | +1,089.9% | +711.5% |
| All | +1,126.0% | +35.8% | +1,090.2% | +711.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling