+17.9%
UPS vs CPNG
-3.6%
+21.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.8% | -6.8% | +10.5% | +5.0% |
| 30D | +17.4% | +5.5% | +11.9% | +16.5% |
| 3M | +8.2% | -6.8% | +15.0% | +9.0% |
| 6M | +17.9% | -4.8% | +22.8% | +15.1% |
| All | +17.9% | -3.6% | +21.6% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling