+22.3%
UPS vs CPRT
-22.3%
+44.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +16.4% | +21.4% | -4.9% | +13.9% |
| 3M | +7.9% | +10.4% | -2.5% | +6.5% |
| 6M | +15.8% | -4.3% | +20.1% | +16.2% |
| YTD | +16.6% | -18.3% | +34.8% | +19.0% |
| 1Y | +22.3% | -22.5% | +44.8% | +26.7% |
| All | +22.3% | -22.3% | +44.6% | +26.7% |
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