+36.2%
UPS vs CB
+214.7%
-178.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.2% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -2.3% | -3.9% | +1.6% | -0.9% |
| 3M | -5.2% | +4.9% | -10.1% | -7.3% |
| 6M | +1.4% | +3.3% | -1.8% | -0.4% |
| YTD | +6.1% | +8.5% | -2.4% | +2.2% |
| 1Y | +27.0% | +22.1% | +4.9% | +16.6% |
| 3Y | -25.9% | +70.1% | -96.0% | -41.3% |
| 5Y | -34.6% | +97.4% | -132.0% | -51.5% |
| 10Y | +36.2% | +216.8% | -180.7% | -20.8% |
| All | +36.2% | +214.7% | -178.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling