+219.2%
CVX vs UPS
+37.9%
+181.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -2.0% | +4.6% | +3.2% |
| 30D | +9.8% | -2.0% | +11.8% | +10.4% |
| 3M | +16.2% | -6.2% | +22.4% | +18.1% |
| 6M | +13.6% | +2.8% | +10.8% | +11.0% |
| YTD | +44.4% | +5.9% | +38.5% | +39.1% |
| 1Y | +40.6% | +26.2% | +14.4% | +26.7% |
| 3Y | +48.2% | -26.0% | +74.2% | +57.2% |
| 5Y | +172.3% | -34.3% | +206.5% | +193.6% |
| All | +219.2% | +37.9% | +181.3% | +122.8% |
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