+36.2%
UPS vs CFG
+313.6%
-277.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -2.1% | +2.7% | -4.8% | -2.9% |
| 30D | -2.3% | -3.7% | +1.4% | -1.3% |
| 3M | -5.2% | +9.5% | -14.7% | -7.7% |
| 6M | +1.4% | +22.2% | -20.8% | -4.4% |
| YTD | +6.1% | +22.3% | -16.2% | -0.1% |
| 1Y | +27.0% | +39.4% | -12.5% | +14.9% |
| 3Y | -25.9% | +188.5% | -214.4% | -46.4% |
| 5Y | -34.6% | +101.5% | -136.1% | -48.6% |
| 10Y | +36.2% | +308.6% | -272.5% | -13.6% |
| All | +36.2% | +313.6% | -277.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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