-34.5%
UPS vs CFG
+61.2%
-95.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +17.3% | +1.1% | +16.3% | +16.9% |
| 3M | +6.6% | -12.0% | +18.6% | +11.4% |
| 6M | +12.0% | -2.2% | +14.2% | +12.6% |
| YTD | +14.4% | +11.4% | +3.0% | +9.8% |
| 1Y | +23.3% | +27.8% | -4.5% | +12.8% |
| 3Y | -9.6% | +173.3% | -182.9% | -38.5% |
| All | -34.5% | +61.2% | -95.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling