-33.7%
UPS vs CFG
+101.4%
-135.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.4% |
| 30D | -3.5% | -3.8% | +0.3% | -2.3% |
| 3M | -5.7% | +11.5% | -17.2% | -9.3% |
| 6M | -4.4% | +19.2% | -23.6% | -10.1% |
| YTD | +8.0% | +23.7% | -15.7% | +0.1% |
| 1Y | +29.0% | +38.8% | -9.8% | +14.6% |
| 3Y | -27.7% | +178.9% | -206.6% | -50.7% |
| All | -33.7% | +101.4% | -135.1% | -48.0% |
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