-33.5%
UPS vs CG
+5.5%
-39.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | 0.0% |
| 7D | -3.7% | -6.4% | +2.7% | -1.6% |
| 30D | -3.7% | -7.1% | +3.3% | -1.6% |
| 3M | -6.6% | -1.6% | -5.0% | -6.4% |
| 6M | +2.6% | -8.3% | +10.9% | +4.6% |
| YTD | +4.8% | -23.8% | +28.6% | +12.7% |
| 1Y | +25.3% | -28.7% | +54.0% | +37.1% |
| 3Y | -26.9% | +49.2% | -76.0% | -41.1% |
| 5Y | -33.5% | +5.5% | -39.0% | -41.3% |
| All | -33.5% | +5.5% | -39.0% | -41.3% |
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