+227.0%
UPS vs COR
+15,772.3%
-15,545.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | -3.5% | +4.5% | -8.0% | -4.5% |
| 3M | -5.7% | +22.7% | -28.4% | -10.0% |
| 6M | -4.4% | -9.7% | +5.4% | -3.0% |
| YTD | +8.0% | -1.4% | +9.5% | +7.2% |
| 1Y | +29.0% | +13.9% | +15.1% | +23.7% |
| 3Y | -27.7% | +94.0% | -121.7% | -39.5% |
| 5Y | -34.3% | +184.0% | -218.4% | -49.9% |
| 10Y | +37.8% | +406.8% | -369.0% | -10.3% |
| All | +227.0% | +15,772.3% | -15,545.3% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling