+43.3%
UPS vs CG
+274.5%
-231.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -0.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +16.4% | +5.7% | +10.8% | +14.3% |
| 3M | +7.9% | -17.9% | +25.8% | +14.2% |
| 6M | +15.8% | -20.2% | +36.0% | +23.3% |
| YTD | +16.6% | -32.0% | +48.6% | +29.2% |
| 1Y | +22.3% | -27.0% | +49.3% | +32.4% |
| 3Y | -6.2% | +42.8% | -49.0% | -21.4% |
| 5Y | -34.4% | -23.4% | -11.0% | -35.8% |
| All | +43.3% | +274.5% | -231.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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