-23.3%
UPS vs CPNG
-76.2%
+52.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | -2.0% | -7.4% | +5.4% | -1.1% |
| 3M | -6.2% | -12.3% | +6.1% | -5.1% |
| 6M | +2.8% | -19.4% | +22.2% | +4.5% |
| YTD | +5.9% | -35.9% | +41.8% | +10.3% |
| 1Y | +26.2% | -53.4% | +79.7% | +36.5% |
| 3Y | -26.0% | -20.0% | -6.0% | -26.1% |
| 5Y | -34.3% | -49.6% | +15.3% | -35.3% |
| All | -23.3% | -76.2% | +52.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling