-25.9%
UPS vs COR
+87.4%
-113.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.9% |
| 7D | -2.1% | -1.9% | -0.2% | -2.3% |
| 30D | -2.3% | +1.5% | -3.8% | -2.1% |
| 3M | -5.2% | +18.7% | -23.9% | -3.9% |
| 6M | +1.4% | -9.0% | +10.4% | +0.4% |
| YTD | +6.1% | -3.3% | +9.4% | +6.0% |
| 1Y | +27.0% | +9.8% | +17.2% | +28.8% |
| 3Y | -25.9% | +87.4% | -113.3% | -16.9% |
| All | -25.9% | +87.4% | -113.4% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling