+27.1%
UPS vs CG
-30.6%
+57.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.3% |
| 7D | -3.4% | -9.8% | +6.4% | -1.2% |
| 30D | -2.7% | -10.3% | +7.6% | -0.4% |
| 3M | -1.6% | -1.7% | 0.0% | -1.2% |
| 6M | +2.3% | -9.8% | +12.1% | +4.0% |
| YTD | +5.6% | -25.6% | +31.2% | +11.0% |
| 1Y | +27.1% | -32.5% | +59.6% | +36.2% |
| All | +27.1% | -30.6% | +57.6% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling