+301.8%
CSCO vs UPS
+270.5%
+31.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +2.3% |
| 7D | +6.6% | -0.6% | +7.2% | +6.9% |
| 30D | -11.3% | +16.4% | -27.8% | -18.7% |
| 3M | -17.3% | +7.9% | -25.3% | -21.3% |
| 6M | +3.5% | +15.8% | -12.3% | -6.2% |
| YTD | +34.9% | +16.6% | +18.3% | +20.2% |
| 1Y | +40.5% | +22.3% | +18.2% | +21.6% |
| 3Y | +109.3% | -6.2% | +115.5% | +98.2% |
| 5Y | +105.9% | -34.4% | +140.3% | +134.7% |
| 10Y | +335.8% | +41.7% | +294.2% | +168.3% |
| All | +301.8% | +270.5% | +31.3% | +12.4% |
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 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