-26.8%
UPS vs CPNG
-21.2%
-5.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | -7.6% | +3.9% | -2.7% |
| 30D | -3.7% | -8.8% | +5.1% | -2.7% |
| 3M | -6.6% | -7.2% | +0.7% | -6.3% |
| 6M | +2.6% | -21.5% | +24.1% | +4.4% |
| YTD | +4.8% | -37.4% | +42.2% | +9.8% |
| 1Y | +25.3% | -54.3% | +79.6% | +37.7% |
| All | -26.8% | -21.2% | -5.6% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling