+3.3%
CAT vs UPS
+23.5%
-20.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | -26.8% | +17.4% | -44.2% | -31.6% |
| 3M | -30.0% | +7.7% | -37.8% | -32.3% |
| 6M | -34.6% | +13.8% | -48.4% | -38.7% |
| YTD | +2.9% | +17.3% | -14.4% | -5.6% |
| 1Y | +3.3% | +27.2% | -23.9% | -6.6% |
| All | +3.3% | +23.5% | -20.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling