+43.3%
UPS vs CNP
+145.0%
-101.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -0.6% | +2.5% | -3.0% | -1.3% |
| 30D | +16.4% | +4.0% | +12.4% | +15.0% |
| 3M | +7.9% | +1.6% | +6.3% | +7.2% |
| 6M | +15.8% | -1.7% | +17.5% | +16.0% |
| YTD | +16.6% | +8.6% | +7.9% | +13.0% |
| 1Y | +22.3% | +5.8% | +16.5% | +19.5% |
| 3Y | -6.2% | +63.0% | -69.2% | -21.1% |
| 5Y | -34.4% | +74.7% | -109.1% | -46.3% |
| All | +43.3% | +145.0% | -101.7% | -0.4% |
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