+22.3%
UPS vs CAPR
+65.7%
-43.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -1.8% |
| 7D | -0.6% | +19.1% | -19.7% | -0.8% |
| 30D | +16.4% | +48.8% | -32.4% | +16.0% |
| 3M | +7.9% | +144.4% | -136.5% | +6.9% |
| 6M | +15.8% | -67.5% | +83.3% | +16.1% |
| YTD | +16.6% | -64.5% | +81.1% | +16.6% |
| 1Y | +22.3% | +74.4% | -52.1% | +19.0% |
| All | +22.3% | +65.7% | -43.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling