+36.4%
UPS vs CAG
-36.2%
+72.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.0% | -5.7% | +3.7% | -0.7% |
| 30D | -2.0% | -2.4% | +0.5% | -1.5% |
| 3M | -6.2% | +9.8% | -16.0% | -8.6% |
| 6M | +2.8% | -10.8% | +13.6% | +5.0% |
| YTD | +5.9% | -10.8% | +16.7% | +8.0% |
| 1Y | +26.2% | -19.0% | +45.2% | +31.4% |
| 3Y | -26.0% | -39.7% | +13.7% | -18.1% |
| 5Y | -34.3% | -43.0% | +8.7% | -26.7% |
| All | +36.4% | -36.2% | +72.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling