+29.0%
UPS vs CPRT
-31.2%
+60.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | -3.5% | +16.6% | -20.1% | -4.3% |
| 3M | -5.7% | +9.6% | -15.3% | -6.2% |
| 6M | -4.4% | -11.1% | +6.8% | -2.8% |
| YTD | +8.0% | -13.9% | +21.9% | +9.7% |
| 1Y | +29.0% | -32.5% | +61.6% | +26.0% |
| All | +29.0% | -31.2% | +60.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling