+255.0%
UPS vs CPB
+15.4%
+239.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.7% | +2.9% | -1.1% | +1.0% |
| 30D | +17.4% | +17.6% | -0.2% | +12.8% |
| 3M | +7.7% | +2.0% | +5.7% | +6.8% |
| 6M | +13.8% | +11.6% | +2.2% | +10.1% |
| YTD | +17.3% | -13.8% | +31.0% | +20.3% |
| 1Y | +27.2% | -21.6% | +48.7% | +33.4% |
| 3Y | -5.6% | -35.8% | +30.2% | +2.8% |
| 5Y | -33.5% | -33.3% | -0.2% | -29.3% |
| 10Y | +43.7% | -39.4% | +83.1% | +51.3% |
| All | +255.0% | +15.4% | +239.6% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling