+227.0%
UPS vs CPB
+7.8%
+219.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.4% |
| 7D | -2.9% | -8.6% | +5.7% | -0.9% |
| 30D | -3.5% | -7.2% | +3.7% | -1.9% |
| 3M | -5.7% | +0.9% | -6.6% | -6.4% |
| 6M | -4.4% | -11.8% | +7.4% | -2.1% |
| YTD | +8.0% | -19.4% | +27.4% | +12.8% |
| 1Y | +29.0% | -30.4% | +59.4% | +39.3% |
| 3Y | -27.7% | -40.2% | +12.4% | -19.9% |
| 5Y | -34.3% | -39.5% | +5.2% | -28.3% |
| 10Y | +37.8% | -47.4% | +85.2% | +50.7% |
| All | +227.0% | +7.8% | +219.2% | +147.5% |
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