-9.6%
UPS vs CPRT
-30.7%
+21.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.2% |
| 7D | 0.0% | +6.0% | -6.0% | -1.0% |
| 30D | +17.3% | +20.0% | -2.7% | +13.6% |
| 3M | +6.6% | +10.1% | -3.5% | +4.5% |
| 6M | +12.0% | -4.3% | +16.3% | +12.4% |
| YTD | +14.4% | -18.4% | +32.8% | +18.5% |
| 1Y | +23.3% | -20.1% | +43.4% | +28.3% |
| 3Y | -9.6% | -30.4% | +20.8% | -0.9% |
| All | -9.6% | -30.7% | +21.1% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling