+259.5%
UPS vs CNP
+545.3%
-285.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +17.9% | +5.0% | +12.9% | +16.9% |
| 3M | +9.4% | +2.7% | +6.7% | +8.8% |
| 6M | +16.2% | -1.9% | +18.1% | +16.4% |
| YTD | +18.8% | +8.8% | +10.0% | +16.7% |
| 1Y | +26.1% | +5.6% | +20.5% | +24.5% |
| 3Y | -4.5% | +63.2% | -67.7% | -13.1% |
| 5Y | -33.2% | +73.8% | -107.0% | -40.0% |
| 10Y | +44.3% | +144.0% | -99.7% | +19.4% |
| All | +259.5% | +545.3% | -285.9% | +124.7% |
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