-33.5%
UPS vs COR
+180.2%
-213.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -3.7% | -3.9% | +0.2% | -3.4% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | -6.6% | +15.9% | -22.4% | -7.8% |
| 6M | +2.6% | -10.3% | +12.8% | +3.6% |
| YTD | +4.8% | -3.7% | +8.5% | +4.9% |
| 1Y | +25.3% | +9.1% | +16.2% | +22.9% |
| 3Y | -26.9% | +86.6% | -113.4% | -39.1% |
| 5Y | -33.5% | +180.9% | -214.4% | -53.6% |
| All | -33.5% | +180.2% | -213.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling