+36.4%
UPS vs CPAY
+155.2%
-118.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | -6.2% | +16.4% | -22.6% | -10.8% |
| 6M | +2.8% | +23.5% | -20.7% | -4.6% |
| YTD | +5.9% | +35.7% | -29.8% | -5.3% |
| 1Y | +26.2% | +30.2% | -3.9% | +14.0% |
| 3Y | -26.0% | +49.7% | -75.7% | -37.3% |
| 5Y | -34.3% | +56.6% | -90.8% | -46.3% |
| All | +36.4% | +155.2% | -118.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling