+120.0%
UPS vs CG
+351.2%
-231.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -2.9% | -4.3% | +1.4% | -1.7% |
| 30D | -3.5% | -5.1% | +1.6% | -2.2% |
| 3M | -5.7% | +8.7% | -14.4% | -8.1% |
| 6M | -4.4% | -9.2% | +4.9% | -2.5% |
| YTD | +8.0% | -18.9% | +26.9% | +13.0% |
| 1Y | +29.0% | -25.6% | +54.7% | +37.7% |
| 3Y | -27.7% | +57.3% | -85.0% | -39.1% |
| 5Y | -34.3% | +10.2% | -44.5% | -41.1% |
| 10Y | +37.8% | +364.2% | -326.4% | -10.9% |
| All | +120.0% | +351.2% | -231.2% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling