+48.0%
CVX vs UPS
-27.1%
+75.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +1.0% | -3.7% | +4.6% | +1.5% |
| 30D | +10.7% | -3.7% | +14.4% | +11.2% |
| 3M | +15.5% | -6.6% | +22.0% | +16.4% |
| 6M | +14.9% | +2.6% | +12.3% | +13.5% |
| YTD | +44.2% | +4.8% | +39.4% | +41.3% |
| 1Y | +43.5% | +25.3% | +18.2% | +34.4% |
| All | +48.0% | -27.1% | +75.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling