-33.4%
UPS vs CNP
+74.4%
-107.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -3.5% | -1.8% | -1.7% | -3.0% |
| 3M | -5.7% | -4.6% | -1.1% | -4.5% |
| 6M | -4.4% | -8.8% | +4.5% | -2.0% |
| YTD | +8.0% | +5.2% | +2.8% | +5.8% |
| 1Y | +29.0% | +8.3% | +20.7% | +25.0% |
| 3Y | -27.7% | +54.9% | -82.6% | -39.8% |
| All | -33.4% | +74.4% | -107.8% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling