+4,141.5%
CAT vs UPS
+272.8%
+3,868.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +1.7% | -8.0% | -7.4% |
| 30D | -26.8% | +17.4% | -44.2% | -33.7% |
| 3M | -30.0% | +7.7% | -37.8% | -33.7% |
| 6M | -34.6% | +13.8% | -48.4% | -40.3% |
| YTD | +2.9% | +17.3% | -14.4% | -8.3% |
| 1Y | +3.3% | +27.2% | -23.9% | -12.5% |
| 3Y | +153.7% | -5.6% | +159.3% | +146.1% |
| 5Y | +207.3% | -33.5% | +240.8% | +258.7% |
| 10Y | +674.0% | +43.7% | +630.3% | +397.4% |
| All | +4,141.5% | +272.8% | +3,868.8% | +1,323.2% |
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