+36.1%
UPS vs CPRT
+410.9%
-374.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.7% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -3.7% | +8.2% | -12.0% | -6.7% |
| 3M | -6.6% | +2.3% | -8.9% | -8.1% |
| 6M | +2.6% | -14.7% | +17.3% | +7.4% |
| YTD | +4.8% | -18.2% | +23.0% | +11.1% |
| 1Y | +25.3% | -33.4% | +58.6% | +43.0% |
| 3Y | -26.9% | -28.3% | +1.5% | -20.6% |
| 5Y | -33.5% | -9.8% | -23.7% | -35.7% |
| 10Y | +36.1% | +412.4% | -376.3% | -29.5% |
| All | +36.1% | +410.9% | -374.9% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling