-9.6%
UPS vs CP
+26.5%
-36.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | 0.0% | +2.8% | -2.7% | -1.3% |
| 30D | +17.3% | +10.2% | +7.1% | +11.6% |
| 3M | +6.6% | +2.4% | +4.3% | +5.2% |
| 6M | +12.0% | +7.7% | +4.3% | +7.5% |
| YTD | +14.4% | +26.0% | -11.6% | +1.4% |
| 1Y | +23.3% | +34.6% | -11.3% | +5.7% |
| 3Y | -9.6% | +26.7% | -36.3% | -22.4% |
| All | -9.6% | +26.5% | -36.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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