+27.0%
UPS vs CAPR
+35.6%
-8.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.7% |
| 7D | -2.1% | -9.5% | +7.4% | -2.0% |
| 30D | -2.3% | +121.5% | -123.8% | -3.1% |
| 3M | -5.2% | -65.4% | +60.2% | -4.9% |
| 6M | +1.4% | -67.5% | +68.9% | +1.7% |
| YTD | +6.1% | -68.6% | +74.7% | +6.4% |
| 1Y | +27.0% | +42.7% | -15.7% | +24.4% |
| All | +27.0% | +35.6% | -8.6% | +24.4% |
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