+246.2%
UPS vs CPRT
+6,754.1%
-6,507.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.1% |
| 7D | 0.0% | +6.0% | -6.0% | -1.2% |
| 30D | +17.3% | +20.0% | -2.7% | +12.9% |
| 3M | +6.6% | +10.1% | -3.5% | +4.1% |
| 6M | +12.0% | -4.3% | +16.3% | +12.1% |
| YTD | +14.4% | -18.4% | +32.8% | +18.2% |
| 1Y | +23.3% | -20.1% | +43.4% | +27.9% |
| 3Y | -9.6% | -30.4% | +20.8% | -4.3% |
| 5Y | -34.1% | -17.0% | -17.1% | -33.3% |
| 10Y | +49.5% | +403.2% | -353.8% | +8.2% |
| All | +246.2% | +6,754.1% | -6,507.9% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling