+539.0%
CIEN vs UPS
-4.2%
+543.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -5.0% |
| 7D | +15.3% | +3.8% | +11.5% | +14.4% |
| 30D | -22.0% | +17.4% | -39.3% | -24.9% |
| 3M | -36.6% | +8.2% | -44.8% | -37.9% |
| 6M | -51.5% | +17.9% | -69.4% | -53.6% |
| YTD | +20.0% | +18.7% | +1.3% | +14.3% |
| 1Y | +44.5% | +24.8% | +19.6% | +35.9% |
| 3Y | +539.0% | -4.5% | +543.6% | +418.3% |
| All | +539.0% | -4.2% | +543.2% | +418.3% |
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