+84.3%
CIEN vs UPS
+277.3%
-193.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -5.8% |
| 7D | +15.3% | +3.8% | +11.5% | +12.5% |
| 30D | -22.0% | +17.4% | -39.3% | -30.4% |
| 3M | -36.6% | +8.2% | -44.8% | -40.9% |
| 6M | -51.5% | +17.9% | -69.4% | -57.8% |
| YTD | +20.0% | +18.7% | +1.3% | +2.8% |
| 1Y | +44.5% | +24.8% | +19.6% | +19.2% |
| 3Y | +539.0% | -4.5% | +543.6% | +486.2% |
| 5Y | +356.8% | -33.2% | +390.0% | +430.9% |
| 10Y | +1,190.4% | +44.2% | +1,146.2% | +595.7% |
| All | +84.3% | +277.3% | -193.0% | -57.8% |
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 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