+44.3%
UPS vs CF
+546.3%
-501.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +17.3% | +6.9% | +10.4% | +16.0% |
| 3M | +7.9% | +4.8% | +3.0% | +6.8% |
| 6M | +13.7% | +4.7% | +9.1% | +12.1% |
| YTD | +17.2% | +56.5% | -39.3% | +6.3% |
| 1Y | +23.2% | +48.4% | -25.2% | +12.7% |
| 3Y | -5.9% | +59.1% | -65.0% | -16.5% |
| 5Y | -33.1% | +109.5% | -142.6% | -45.7% |
| 10Y | +44.3% | +487.0% | -442.6% | -3.8% |
| All | +44.3% | +546.3% | -501.9% | -3.8% |
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