-26.8%
UPS vs CAG
-37.6%
+10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -3.7% | -6.6% | +2.9% | -2.1% |
| 30D | -3.7% | +2.3% | -6.0% | -4.4% |
| 3M | -6.6% | +16.3% | -22.9% | -10.4% |
| 6M | +2.6% | -16.0% | +18.6% | +7.1% |
| YTD | +4.8% | -7.7% | +12.5% | +6.4% |
| 1Y | +25.3% | -16.0% | +41.3% | +30.5% |
| All | -26.8% | -37.6% | +10.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling