+3.5%
CCL vs UPS
-34.9%
+38.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | -0.1% | -2.1% | +2.0% | +1.3% |
| 30D | -20.0% | -2.3% | -17.7% | -18.7% |
| 3M | -13.7% | -5.2% | -8.4% | -11.2% |
| 6M | -9.0% | +1.4% | -10.4% | -10.8% |
| YTD | -22.8% | +6.1% | -28.9% | -26.5% |
| 1Y | -25.3% | +27.0% | -52.3% | -37.4% |
| 3Y | +54.1% | -25.9% | +80.0% | +76.5% |
| 5Y | +3.5% | -34.6% | +38.1% | +39.1% |
| All | +3.5% | -34.9% | +38.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling