-9.6%
UPS vs CB
+71.5%
-81.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +17.3% | +9.1% | +8.3% | +15.9% |
| 3M | +6.6% | +3.4% | +3.2% | +6.0% |
| 6M | +12.0% | +14.1% | -2.1% | +9.5% |
| YTD | +14.4% | +18.0% | -3.6% | +11.1% |
| 1Y | +23.3% | +30.1% | -6.8% | +17.6% |
| 3Y | -9.6% | +71.8% | -81.4% | -8.2% |
| All | -9.6% | +71.5% | -81.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling