+220.6%
UPS vs CGNX
+892.2%
-671.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.5% |
| 7D | -2.0% | +3.2% | -5.1% | -2.6% |
| 30D | -2.0% | +6.0% | -8.0% | -3.3% |
| 3M | -6.2% | +3.5% | -9.8% | -7.5% |
| 6M | +2.8% | +26.3% | -23.5% | -2.9% |
| YTD | +5.9% | +79.2% | -73.3% | -8.3% |
| 1Y | +26.2% | +43.8% | -17.5% | +13.6% |
| 3Y | -26.0% | +52.0% | -78.0% | -35.9% |
| 5Y | -34.3% | -24.0% | -10.2% | -35.9% |
| 10Y | +37.5% | +189.1% | -151.5% | -0.4% |
| All | +220.6% | +892.2% | -671.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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