+254.7%
UPS vs CNP
+542.4%
-287.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +1.1% | -4.3% | +5.5% | +1.9% |
| 30D | +17.3% | +5.7% | +11.6% | +16.1% |
| 3M | +7.9% | +0.9% | +7.0% | +7.6% |
| 6M | +13.7% | -1.1% | +14.8% | +13.8% |
| YTD | +17.2% | +8.3% | +8.9% | +15.2% |
| 1Y | +23.2% | +5.9% | +17.3% | +21.6% |
| 3Y | -5.9% | +64.6% | -70.5% | -14.6% |
| 5Y | -33.1% | +74.6% | -107.6% | -39.9% |
| 10Y | +44.3% | +139.8% | -95.5% | +19.7% |
| All | +254.7% | +542.4% | -287.6% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling