+252.9%
UPS vs CAG
+116.9%
+136.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.4% |
| 7D | -0.6% | -6.2% | +5.6% | +0.9% |
| 30D | +16.4% | +7.4% | +9.0% | +14.4% |
| 3M | +7.9% | -1.6% | +9.5% | +8.0% |
| 6M | +15.8% | +6.3% | +9.5% | +13.5% |
| YTD | +16.6% | -10.1% | +26.7% | +18.3% |
| 1Y | +22.3% | -10.2% | +32.5% | +24.1% |
| 3Y | -6.2% | -37.3% | +31.1% | +2.5% |
| 5Y | -34.4% | -41.6% | +7.2% | -27.6% |
| 10Y | +41.7% | -38.1% | +79.7% | +49.4% |
| All | +252.9% | +116.9% | +136.0% | +176.6% |
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 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