+287.0%
UPS vs CNC
+5,330.7%
-5,043.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.2% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -2.3% | -1.8% | -0.5% | -2.1% |
| 3M | -5.2% | -0.7% | -4.5% | -5.3% |
| 6M | +1.4% | +47.9% | -46.5% | -5.1% |
| YTD | +6.1% | +56.9% | -50.8% | -1.9% |
| 1Y | +27.0% | +123.9% | -96.9% | +10.9% |
| 3Y | -25.9% | -1.3% | -24.7% | -29.3% |
| 5Y | -34.6% | +2.8% | -37.3% | -38.6% |
| 10Y | +36.2% | +90.9% | -54.7% | +14.3% |
| All | +287.0% | +5,330.7% | -5,043.7% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling