+48.9%
CIEN vs UPS
+29.9%
+18.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.7% | -14.0% | -9.8% |
| 7D | -25.0% | +8.2% | -33.3% | -26.0% |
| 30D | -30.1% | +22.7% | -52.9% | -32.9% |
| 3M | -33.8% | +6.4% | -40.2% | -33.8% |
| 6M | -49.4% | +22.6% | -72.1% | -52.2% |
| YTD | +16.4% | +20.7% | -4.3% | +13.0% |
| 1Y | +48.9% | +30.6% | +18.2% | +47.8% |
| All | +48.9% | +29.9% | +18.9% | +47.8% |
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