+29.0%
UPS vs CAG
-13.1%
+42.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -2.9% | -3.8% | +0.9% | -2.3% |
| 30D | -3.5% | +3.1% | -6.6% | -4.1% |
| 3M | -5.7% | +23.5% | -29.2% | -9.2% |
| 6M | -4.4% | -14.8% | +10.5% | -1.6% |
| YTD | +8.0% | -5.4% | +13.5% | +9.9% |
| 1Y | +29.0% | -11.8% | +40.8% | +31.1% |
| All | +29.0% | -13.1% | +42.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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