-23.1%
UPS vs CPNG
-76.7%
+53.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.4% |
| 7D | -2.1% | -6.3% | +4.1% | -1.4% |
| 30D | -2.3% | -8.7% | +6.4% | -1.3% |
| 3M | -5.2% | -2.4% | -2.8% | -5.4% |
| 6M | +1.4% | -22.3% | +23.7% | +3.6% |
| YTD | +6.1% | -37.2% | +43.3% | +10.8% |
| 1Y | +27.0% | -53.0% | +80.0% | +37.2% |
| 3Y | -25.9% | -20.0% | -5.9% | -26.1% |
| 5Y | -34.6% | -52.8% | +18.2% | -35.5% |
| All | -23.1% | -76.7% | +53.6% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling