+139.2%
UPS vs CPAY
+1,524.4%
-1,385.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | -3.7% | +1.3% | -5.0% | -4.1% |
| 3M | -6.6% | +13.5% | -20.0% | -10.1% |
| 6M | +2.6% | +24.7% | -22.2% | -4.5% |
| YTD | +4.8% | +34.9% | -30.2% | -5.4% |
| 1Y | +25.3% | +29.7% | -4.4% | +14.1% |
| 3Y | -26.9% | +49.4% | -76.2% | -37.0% |
| 5Y | -33.5% | +53.5% | -87.0% | -44.2% |
| 10Y | +36.1% | +152.5% | -116.4% | -2.5% |
| All | +139.2% | +1,524.4% | -1,385.1% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling