+592.2%
CIEN vs UPS
-27.1%
+619.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -4.6% | -3.7% | -0.9% | -3.6% |
| 30D | -12.8% | -3.7% | -9.1% | -11.9% |
| 3M | -23.1% | -6.6% | -16.5% | -21.8% |
| 6M | +6.1% | +2.6% | +3.5% | +4.9% |
| YTD | +44.5% | +4.8% | +39.7% | +42.0% |
| 1Y | +176.6% | +25.3% | +151.3% | +159.0% |
| All | +592.2% | -27.1% | +619.3% | +608.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling