-6.3%
UPS vs COR
+80.8%
-87.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -0.6% | +2.9% | -3.5% | -0.5% |
| 30D | +16.4% | +5.8% | +10.6% | +16.8% |
| 3M | +7.9% | +11.4% | -3.5% | +8.8% |
| 6M | +15.8% | +34.5% | -18.6% | +18.4% |
| YTD | +16.6% | +4.1% | +12.5% | +17.0% |
| 1Y | +22.3% | -3.1% | +25.4% | +21.7% |
| All | -6.3% | +80.8% | -87.1% | +4.8% |
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