+45.6%
UPS vs CSGP
+63.3%
-17.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -1.2% |
| 7D | 0.0% | +1.3% | -1.2% | -0.3% |
| 30D | +17.3% | +10.7% | +6.7% | +13.3% |
| 3M | +6.6% | +3.3% | +3.3% | +4.5% |
| 6M | +12.0% | -10.3% | +22.3% | +13.1% |
| YTD | +14.4% | -54.6% | +68.9% | +38.5% |
| 1Y | +23.3% | -54.6% | +78.0% | +49.3% |
| 3Y | -9.6% | -60.3% | +50.7% | +11.2% |
| 5Y | -34.1% | -63.3% | +29.2% | -19.2% |
| All | +45.6% | +63.3% | -17.7% | +25.4% |
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