+169.1%
UPS vs CAPR
-99.1%
+268.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -5.7% | -66.4% | +60.7% | -5.4% |
| 6M | -4.4% | -63.1% | +58.8% | -4.2% |
| YTD | +8.0% | -67.4% | +75.5% | +8.3% |
| 1Y | +29.0% | +58.2% | -29.2% | +25.8% |
| 3Y | -27.7% | +42.2% | -69.9% | -30.0% |
| 5Y | -34.3% | +87.3% | -121.6% | -36.7% |
| 10Y | +37.8% | -75.3% | +113.1% | +30.9% |
| All | +169.1% | -99.1% | +268.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling