+34.2%
CVS vs UPS
-33.5%
+67.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.0% | -3.4% | +1.4% | -1.2% |
| 30D | +1.9% | -2.7% | +4.7% | +2.5% |
| 3M | -2.2% | -1.6% | -0.5% | -2.0% |
| 6M | +26.7% | +2.3% | +24.4% | +25.3% |
| YTD | +22.9% | +5.6% | +17.3% | +20.3% |
| 1Y | +32.9% | +27.1% | +5.9% | +24.3% |
| 3Y | +62.3% | -26.3% | +88.6% | +70.8% |
| 5Y | +34.2% | -34.5% | +68.7% | +41.7% |
| All | +34.2% | -33.5% | +67.8% | +41.7% |
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