-34.7%
UPS vs CNC
+10.7%
-45.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | -6.2% | +4.5% | -10.8% | -6.8% |
| 6M | +2.8% | +85.2% | -82.4% | -4.8% |
| YTD | +5.9% | +61.4% | -55.5% | -0.7% |
| 1Y | +26.2% | +94.9% | -68.6% | +15.3% |
| 3Y | -26.0% | 0.0% | -26.0% | -29.3% |
| All | -34.7% | +10.7% | -45.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling