-4.5%
UPS vs CAG
-35.9%
+31.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.8% |
| 7D | -1.6% | -1.8% | +0.1% | -1.2% |
| 30D | +17.9% | +9.7% | +8.3% | +15.2% |
| 3M | +9.4% | +0.5% | +8.9% | +8.8% |
| 6M | +16.2% | +8.9% | +7.2% | +12.9% |
| YTD | +18.8% | -8.4% | +27.1% | +20.6% |
| 1Y | +26.1% | -8.3% | +34.4% | +28.0% |
| All | -4.5% | -35.9% | +31.4% | +3.1% |
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 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