+227.0%
UPS vs CP
+5,712.0%
-5,485.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.0% |
| 30D | -3.5% | +0.2% | -3.7% | -3.6% |
| 3M | -5.7% | +2.6% | -8.3% | -6.6% |
| 6M | -4.4% | +6.0% | -10.3% | -6.4% |
| YTD | +8.0% | +24.9% | -16.9% | -0.4% |
| 1Y | +29.0% | +20.1% | +8.9% | +20.5% |
| 3Y | -27.7% | +16.4% | -44.1% | -32.2% |
| 5Y | -34.3% | +31.7% | -66.1% | -41.3% |
| 10Y | +37.8% | +223.9% | -186.1% | -10.6% |
| All | +227.0% | +5,712.0% | -5,485.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling