+36.0%
UPS vs COR
+405.5%
-369.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.4% | -4.8% | +1.4% | -2.3% |
| 30D | -2.7% | -3.7% | +0.9% | -2.0% |
| 3M | -1.6% | +14.3% | -16.0% | -5.0% |
| 6M | +2.3% | -8.5% | +10.8% | +3.7% |
| YTD | +5.6% | -4.4% | +10.0% | +5.5% |
| 1Y | +27.1% | +9.1% | +17.9% | +22.1% |
| 3Y | -26.3% | +85.2% | -111.5% | -40.7% |
| 5Y | -34.5% | +180.7% | -215.1% | -54.2% |
| All | +36.0% | +405.5% | -369.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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