-32.7%
UPS vs CG
-23.0%
-9.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +17.4% | +11.2% | +6.2% | +13.3% |
| 3M | +8.2% | -22.1% | +30.3% | +16.8% |
| 6M | +17.9% | -17.9% | +35.9% | +24.7% |
| YTD | +18.7% | -31.3% | +50.0% | +31.7% |
| 1Y | +24.8% | -24.0% | +48.8% | +33.7% |
| 3Y | -4.5% | +45.0% | -49.5% | -23.0% |
| All | -32.7% | -23.0% | -9.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling