+217.2%
UPS vs CNI
+3,641.1%
-3,423.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.9% |
| 7D | -3.7% | +0.9% | -4.5% | -4.1% |
| 30D | -3.7% | -2.1% | -1.6% | -2.9% |
| 3M | -6.6% | +1.8% | -8.4% | -7.4% |
| 6M | +2.6% | +14.8% | -12.2% | -3.9% |
| YTD | +4.8% | +25.4% | -20.6% | -5.8% |
| 1Y | +25.3% | +32.9% | -7.6% | +9.6% |
| 3Y | -26.9% | +20.2% | -47.0% | -33.4% |
| 5Y | -33.5% | +12.2% | -45.7% | -37.8% |
| 10Y | +36.1% | +136.0% | -99.9% | -9.3% |
| All | +217.2% | +3,641.1% | -3,423.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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