-34.6%
UPS vs CPB
-38.5%
+3.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -5.2% | +3.0% | -8.2% | -6.2% |
| 6M | +1.4% | -12.7% | +14.1% | +3.7% |
| YTD | +6.1% | -18.0% | +24.1% | +9.9% |
| 1Y | +27.0% | -31.7% | +58.7% | +36.4% |
| 3Y | -25.9% | -41.0% | +15.0% | -18.7% |
| 5Y | -34.6% | -38.4% | +3.8% | -31.8% |
| All | -34.6% | -38.5% | +3.9% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling