+44.3%
UPS vs CSGP
+72.5%
-28.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.9% |
| 7D | +1.1% | -1.8% | +3.0% | +1.7% |
| 30D | +17.3% | +5.3% | +12.0% | +14.9% |
| 3M | +7.9% | +3.3% | +4.6% | +5.8% |
| 6M | +13.7% | -4.7% | +18.4% | +13.1% |
| YTD | +17.2% | -53.5% | +70.7% | +41.1% |
| 1Y | +23.2% | -53.7% | +77.0% | +48.5% |
| 3Y | -5.9% | -59.7% | +53.9% | +15.5% |
| 5Y | -33.1% | -62.5% | +29.4% | -18.3% |
| 10Y | +44.3% | +67.3% | -22.9% | +23.6% |
| All | +44.3% | +72.5% | -28.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling