-25.9%
UPS vs CPB
-40.5%
+14.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.1% |
| 7D | -2.1% | -8.2% | +6.1% | -0.5% |
| 30D | -2.3% | -5.6% | +3.3% | -1.3% |
| 3M | -5.2% | +3.0% | -8.2% | -6.3% |
| 6M | +1.4% | -12.7% | +14.1% | +4.0% |
| YTD | +6.1% | -18.0% | +24.1% | +10.3% |
| 1Y | +27.0% | -31.7% | +58.7% | +37.8% |
| 3Y | -25.9% | -41.0% | +15.0% | -16.7% |
| All | -25.9% | -40.5% | +14.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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