-26.8%
UPS vs CNC
-2.4%
-24.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -3.7% | -4.9% | +1.2% | -3.3% |
| 30D | -3.7% | -3.8% | 0.0% | -3.5% |
| 3M | -6.6% | -3.2% | -3.3% | -6.4% |
| 6M | +2.6% | +47.9% | -45.3% | -1.3% |
| YTD | +4.8% | +55.7% | -50.9% | +0.2% |
| 1Y | +25.3% | +106.2% | -81.0% | +16.9% |
| All | -26.8% | -2.4% | -24.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling