+76.9%
UPS vs CFG
+360.2%
-283.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +1.6% |
| 7D | +1.1% | +0.3% | +0.9% | +1.1% |
| 30D | +17.3% | +3.2% | +14.1% | +16.3% |
| 3M | +7.9% | -9.7% | +17.6% | +11.0% |
| 6M | +13.7% | +3.6% | +10.1% | +12.4% |
| YTD | +17.2% | +14.7% | +2.5% | +12.4% |
| 1Y | +23.2% | +29.6% | -6.3% | +14.2% |
| 3Y | -5.9% | +190.6% | -196.4% | -31.7% |
| 5Y | -33.1% | +67.1% | -100.1% | -44.6% |
| 10Y | +44.3% | +237.0% | -192.7% | -7.3% |
| All | +76.9% | +360.2% | -283.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling