-34.5%
UPS vs CSGP
-63.4%
+29.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -1.5% |
| 7D | 0.0% | +1.3% | -1.2% | -0.2% |
| 30D | +17.3% | +10.7% | +6.7% | +14.1% |
| 3M | +6.6% | +3.3% | +3.3% | +5.0% |
| 6M | +12.0% | -10.3% | +22.3% | +13.1% |
| YTD | +14.4% | -54.6% | +68.9% | +35.5% |
| 1Y | +23.3% | -54.6% | +78.0% | +46.0% |
| 3Y | -9.6% | -60.3% | +50.7% | +8.4% |
| All | -34.5% | -63.4% | +29.0% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling