-25.1%
UPS vs CPRT
-25.6%
+0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | -3.5% | +16.6% | -20.1% | -6.3% |
| 3M | -5.7% | +9.6% | -15.3% | -7.6% |
| 6M | -4.4% | -11.1% | +6.8% | -1.8% |
| YTD | +8.0% | -13.9% | +21.9% | +11.5% |
| 1Y | +29.0% | -32.5% | +61.6% | +41.8% |
| All | -25.1% | -25.6% | +0.5% | -23.6% |
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