+30.6%
UPS vs CPRT
-24.7%
+55.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.0% | -0.3% | +4.1% |
| 7D | +8.2% | +12.6% | -4.4% | +6.8% |
| 30D | +22.7% | +18.0% | +4.8% | +20.4% |
| 3M | +6.4% | +11.0% | -4.5% | +5.0% |
| 6M | +22.6% | -2.0% | +24.6% | +22.4% |
| YTD | +20.7% | -16.7% | +37.4% | +22.3% |
| 1Y | +30.6% | -23.9% | +54.5% | +31.8% |
| All | +30.6% | -24.7% | +55.4% | +31.8% |
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