+35.8%
UPS vs CARR
+425.9%
-390.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -3.7% | -8.7% | +4.9% | -1.4% |
| 3M | -6.6% | -18.4% | +11.8% | -1.5% |
| 6M | +2.6% | -0.6% | +3.2% | +2.2% |
| YTD | +4.8% | +10.9% | -6.2% | +1.4% |
| 1Y | +25.3% | -7.3% | +32.6% | +26.8% |
| 3Y | -26.9% | +2.9% | -29.8% | -28.5% |
| 5Y | -33.5% | +9.6% | -43.2% | -38.5% |
| All | +35.8% | +425.9% | -390.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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