-25.9%
UPS vs CSGP
-61.9%
+36.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.8% |
| 7D | -2.9% | -4.1% | +1.2% | -2.3% |
| 30D | -3.5% | +2.3% | -5.8% | -3.9% |
| 3M | -5.7% | -8.2% | +2.5% | -4.9% |
| 6M | -4.4% | -35.1% | +30.7% | +2.2% |
| YTD | +8.0% | -54.0% | +62.1% | +23.3% |
| 1Y | +29.0% | -65.3% | +94.3% | +58.5% |
| All | -25.9% | -61.9% | +36.0% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling