+36.1%
UPS vs CNP
+132.2%
-96.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -3.7% | +0.7% | -4.3% | -3.9% |
| 30D | -3.7% | -0.1% | -3.7% | -3.8% |
| 3M | -6.6% | -5.6% | -0.9% | -5.0% |
| 6M | +2.6% | -7.5% | +10.0% | +4.7% |
| YTD | +4.8% | +5.5% | -0.7% | +2.6% |
| 1Y | +25.3% | +8.3% | +16.9% | +21.5% |
| 3Y | -26.9% | +51.8% | -78.6% | -37.0% |
| 5Y | -33.5% | +69.9% | -103.4% | -45.0% |
| 10Y | +36.1% | +139.9% | -103.9% | -3.0% |
| All | +36.1% | +132.2% | -96.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling