-33.7%
UPS vs CAPR
+84.7%
-118.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | -3.5% | +139.2% | -142.7% | -4.8% |
| 3M | -5.7% | -66.4% | +60.7% | -5.2% |
| 6M | -4.4% | -63.1% | +58.8% | -4.1% |
| YTD | +8.0% | -67.4% | +75.5% | +8.5% |
| 1Y | +29.0% | +58.2% | -29.2% | +22.7% |
| 3Y | -27.7% | +42.2% | -69.9% | -34.6% |
| All | -33.7% | +84.7% | -118.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling