+36.4%
UPS vs CG
+314.7%
-278.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.0% | -9.9% | +7.9% | +1.2% |
| 30D | -2.0% | -11.7% | +9.7% | +1.7% |
| 3M | -6.2% | -4.3% | -2.0% | -5.3% |
| 6M | +2.8% | -8.8% | +11.5% | +4.9% |
| YTD | +5.9% | -26.9% | +32.8% | +15.0% |
| 1Y | +26.2% | -35.4% | +61.7% | +41.9% |
| 3Y | -26.0% | +43.0% | -69.0% | -37.9% |
| 5Y | -34.3% | +1.9% | -36.2% | -40.9% |
| All | +36.4% | +314.7% | -278.3% | -15.6% |
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