+114.2%
CSCO vs UPS
-34.1%
+148.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.5% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | -10.1% | -2.3% | -7.8% | -9.6% |
| 3M | -11.7% | -5.2% | -6.5% | -10.8% |
| 6M | +40.1% | +1.4% | +38.7% | +38.4% |
| YTD | +43.8% | +6.1% | +37.7% | +39.8% |
| 1Y | +66.6% | +27.0% | +39.6% | +52.8% |
| 3Y | +108.5% | -25.9% | +134.4% | +120.4% |
| All | +114.2% | -34.1% | +148.4% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling