+37.9%
UPS vs CF
+569.3%
-531.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.7% |
| 7D | -2.9% | +6.0% | -8.9% | -3.7% |
| 30D | -3.5% | +14.8% | -18.4% | -5.5% |
| 3M | -5.7% | +14.1% | -19.8% | -7.8% |
| 6M | -4.4% | +28.5% | -32.9% | -9.5% |
| YTD | +8.0% | +74.9% | -66.9% | -3.2% |
| 1Y | +29.0% | +61.7% | -32.7% | +16.9% |
| 3Y | -27.7% | +80.3% | -108.0% | -36.9% |
| 5Y | -34.3% | +226.0% | -260.3% | -50.7% |
| All | +37.9% | +569.3% | -531.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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