+227.0%
UPS vs CPRT
+7,133.8%
-6,906.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | -3.5% | +16.6% | -20.1% | -6.7% |
| 3M | -5.7% | +9.6% | -15.3% | -8.0% |
| 6M | -4.4% | -11.1% | +6.8% | -2.6% |
| YTD | +8.0% | -13.9% | +21.9% | +10.6% |
| 1Y | +29.0% | -32.5% | +61.6% | +38.9% |
| 3Y | -27.7% | -25.0% | -2.7% | -24.5% |
| 5Y | -34.3% | -7.4% | -27.0% | -34.9% |
| 10Y | +37.8% | +422.0% | -384.2% | -0.9% |
| All | +227.0% | +7,133.8% | -6,906.8% | +90.3% |
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