+205.3%
UPS vs CF
+5,277.9%
-5,072.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.0% | -3.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +19.3% | +2.2% | +17.1% | +18.7% |
| 3M | +4.7% | +2.1% | +2.6% | +4.0% |
| 6M | +17.0% | -6.5% | +23.5% | +17.2% |
| YTD | +17.3% | +55.6% | -38.3% | +6.7% |
| 1Y | +27.4% | +42.3% | -14.9% | +17.5% |
| 3Y | -7.7% | +55.7% | -63.5% | -17.4% |
| 5Y | -32.4% | +122.4% | -154.9% | -44.7% |
| 10Y | +53.3% | +568.5% | -515.3% | -1.3% |
| All | +205.3% | +5,277.9% | -5,072.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling