+110.8%
CIEN vs UPS
+243.4%
-132.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -15.2% | -2.9% | -12.3% | -13.5% |
| 30D | -21.5% | -3.5% | -18.0% | -19.6% |
| 3M | -40.1% | -5.7% | -34.4% | -38.0% |
| 6M | -6.6% | -4.4% | -2.2% | -4.8% |
| YTD | +37.3% | +8.0% | +29.2% | +27.4% |
| 1Y | +174.5% | +29.0% | +145.5% | +123.0% |
| 3Y | +562.3% | -27.7% | +590.0% | +653.5% |
| 5Y | +463.9% | -34.3% | +498.3% | +563.5% |
| 10Y | +1,302.4% | +37.8% | +1,264.6% | +684.9% |
| All | +110.8% | +243.4% | -132.5% | -47.7% |
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 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