+45.9%
UPS vs CB
+250.2%
-204.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | +3.8% | +2.9% | +0.8% | +2.7% |
| 30D | +17.4% | +7.3% | +10.0% | +14.4% |
| 3M | +8.2% | +9.4% | -1.2% | +4.7% |
| 6M | +17.9% | +19.6% | -1.7% | +9.9% |
| YTD | +18.7% | +21.5% | -2.8% | +9.7% |
| 1Y | +24.8% | +28.0% | -3.2% | +13.0% |
| 3Y | -4.5% | +74.9% | -79.4% | -24.7% |
| 5Y | -33.2% | +108.1% | -141.4% | -51.3% |
| All | +45.9% | +250.2% | -204.3% | -19.5% |
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