+36.0%
UPS vs CG
+321.9%
-285.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.5% |
| 7D | -3.4% | -9.8% | +6.4% | -0.3% |
| 30D | -2.7% | -10.3% | +7.6% | +0.4% |
| 3M | -1.6% | -1.7% | 0.0% | -1.5% |
| 6M | +2.3% | -9.8% | +12.1% | +4.8% |
| YTD | +5.6% | -25.6% | +31.2% | +14.0% |
| 1Y | +27.1% | -32.5% | +59.6% | +40.9% |
| 3Y | -26.3% | +45.6% | -71.9% | -38.5% |
| 5Y | -34.5% | +3.7% | -38.1% | -41.4% |
| All | +36.0% | +321.9% | -285.9% | -16.3% |
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