+24.8%
UPS vs CSGP
-54.8%
+79.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.7% |
| 7D | +3.8% | +1.3% | +2.4% | +3.7% |
| 30D | +17.4% | +2.8% | +14.5% | +17.1% |
| 3M | +8.2% | -6.3% | +14.5% | +7.9% |
| 6M | +17.9% | -3.2% | +21.1% | +17.4% |
| YTD | +18.7% | -54.0% | +72.7% | +20.0% |
| 1Y | +24.8% | -54.8% | +79.6% | +27.2% |
| All | +24.8% | -54.8% | +79.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling