+46.9%
CVX vs UPS
+24.6%
+22.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.8% |
| 7D | +3.4% | +3.8% | -0.4% | +3.7% |
| 30D | -1.0% | +17.4% | -18.3% | +0.2% |
| 3M | +12.2% | +8.2% | +4.0% | +12.8% |
| 6M | +20.3% | +17.9% | +2.4% | +23.0% |
| YTD | +48.3% | +18.7% | +29.6% | +52.6% |
| 1Y | +46.9% | +24.8% | +22.1% | +50.1% |
| All | +46.9% | +24.6% | +22.3% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling