+286.6%
CSCO vs UPS
+272.8%
+13.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -4.7% | +1.7% | -6.4% | -5.5% |
| 30D | -17.1% | +17.4% | -34.5% | -24.3% |
| 3M | -19.6% | +7.7% | -27.3% | -23.4% |
| 6M | +2.4% | +13.8% | -11.4% | -6.3% |
| YTD | +29.8% | +17.3% | +12.5% | +15.3% |
| 1Y | +38.7% | +27.2% | +11.5% | +17.4% |
| 3Y | +101.3% | -5.6% | +107.0% | +90.1% |
| 5Y | +94.8% | -33.5% | +128.4% | +120.3% |
| 10Y | +324.2% | +43.7% | +280.5% | +158.9% |
| All | +286.6% | +272.8% | +13.8% | +7.8% |
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