+102.7%
CSCO vs UPS
-5.3%
+108.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -17.1% | +17.4% | -34.5% | -19.4% |
| 3M | -19.6% | +7.7% | -27.3% | -20.7% |
| 6M | +2.4% | +13.8% | -11.4% | -0.3% |
| YTD | +29.8% | +17.3% | +12.5% | +25.1% |
| 1Y | +38.7% | +27.2% | +11.5% | +31.4% |
| All | +102.7% | -5.3% | +108.1% | +85.6% |
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