+108.5%
CSCO vs UPS
-26.6%
+135.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -0.5% | -2.1% | +1.6% | -0.1% |
| 30D | -10.1% | -2.3% | -7.8% | -9.7% |
| 3M | -11.7% | -5.2% | -6.5% | -11.0% |
| 6M | +40.1% | +1.4% | +38.7% | +38.8% |
| YTD | +43.8% | +6.1% | +37.7% | +41.0% |
| 1Y | +66.6% | +27.0% | +39.6% | +56.6% |
| 3Y | +108.5% | -25.9% | +134.4% | +114.4% |
| All | +108.5% | -26.6% | +135.1% | +114.4% |
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