+40.0%
CVS vs UPS
+37.9%
+2.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.2% | -2.0% | -0.2% | -1.6% |
| 30D | -0.1% | -2.0% | +1.9% | +0.5% |
| 3M | -5.2% | -6.2% | +1.0% | -3.6% |
| 6M | +26.9% | +2.8% | +24.1% | +24.8% |
| YTD | +22.1% | +5.9% | +16.2% | +18.5% |
| 1Y | +30.8% | +26.2% | +4.5% | +19.6% |
| 3Y | +54.4% | -26.0% | +80.4% | +64.5% |
| 5Y | +33.4% | -34.3% | +67.6% | +44.5% |
| All | +40.0% | +37.9% | +2.1% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling