+5,791.8%
CAT vs UPS
+243.4%
+5,548.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +1.7% | -2.9% | +4.6% | +3.5% |
| 30D | -6.6% | -3.5% | -3.1% | -4.7% |
| 3M | -13.3% | -5.7% | -7.6% | -10.6% |
| 6M | +11.6% | -4.4% | +16.0% | +13.5% |
| YTD | +42.9% | +8.0% | +34.9% | +34.9% |
| 1Y | +95.4% | +29.0% | +66.4% | +64.6% |
| 3Y | +196.6% | -27.7% | +224.3% | +240.6% |
| 5Y | +321.7% | -34.3% | +356.0% | +395.6% |
| 10Y | +1,140.8% | +37.8% | +1,103.0% | +721.4% |
| All | +5,791.8% | +243.4% | +5,548.4% | +1,992.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling