+45.9%
UPS vs CFG
+216.2%
-170.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +3.8% | +3.2% | +0.6% | +2.9% |
| 30D | +17.4% | +5.1% | +12.2% | +15.7% |
| 3M | +8.2% | -11.2% | +19.4% | +11.9% |
| 6M | +17.9% | +9.6% | +8.4% | +14.7% |
| YTD | +18.7% | +15.0% | +3.7% | +13.8% |
| 1Y | +24.8% | +29.9% | -5.0% | +15.5% |
| 3Y | -4.5% | +192.1% | -196.6% | -31.0% |
| 5Y | -33.2% | +62.3% | -95.5% | -44.4% |
| All | +45.9% | +216.2% | -170.3% | +0.6% |
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