+227.0%
UPS vs CB
+2,759.9%
-2,532.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | -3.5% | -3.1% | -0.4% | -2.7% |
| 3M | -5.7% | +9.0% | -14.7% | -8.3% |
| 6M | -4.4% | +2.9% | -7.2% | -5.6% |
| YTD | +8.0% | +10.1% | -2.1% | +4.5% |
| 1Y | +29.0% | +22.8% | +6.2% | +20.7% |
| 3Y | -27.7% | +73.8% | -101.5% | -39.5% |
| 5Y | -34.3% | +99.2% | -133.5% | -47.3% |
| 10Y | +37.8% | +218.2% | -180.4% | -5.8% |
| All | +227.0% | +2,759.9% | -2,532.9% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling