-34.5%
UPS vs CPNG
-51.9%
+17.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -3.4% | -5.4% | +2.0% | -2.7% |
| 30D | -2.7% | -11.1% | +8.3% | -1.3% |
| 3M | -1.6% | -3.0% | +1.3% | -1.7% |
| 6M | +2.3% | -23.5% | +25.8% | +5.0% |
| YTD | +5.6% | -37.8% | +43.4% | +11.1% |
| 1Y | +27.1% | -54.3% | +81.4% | +39.4% |
| 3Y | -26.3% | -20.8% | -5.5% | -26.5% |
| 5Y | -34.5% | -51.1% | +16.6% | -33.1% |
| All | -34.5% | -51.9% | +17.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling