+259.3%
UPS vs CAG
+119.6%
+139.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +3.8% | -3.3% | +7.1% | +4.6% |
| 30D | +17.4% | +7.7% | +9.7% | +15.2% |
| 3M | +8.2% | -3.2% | +11.4% | +8.7% |
| 6M | +17.9% | +7.0% | +11.0% | +15.4% |
| YTD | +18.7% | -9.0% | +27.7% | +20.1% |
| 1Y | +24.8% | -9.6% | +34.4% | +26.5% |
| 3Y | -4.5% | -36.0% | +31.4% | +3.8% |
| 5Y | -33.2% | -40.9% | +7.6% | -26.5% |
| 10Y | +44.2% | -37.3% | +81.6% | +51.7% |
| All | +259.3% | +119.6% | +139.8% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling