-32.4%
UPS vs CSGP
-62.1%
+29.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.5% |
| 7D | +3.5% | +13.9% | -10.4% | +0.7% |
| 30D | +19.3% | +16.0% | +3.3% | +14.8% |
| 3M | +4.7% | +6.1% | -1.3% | +2.6% |
| 6M | +17.0% | -8.2% | +25.1% | +17.5% |
| YTD | +17.3% | -52.3% | +69.6% | +37.5% |
| 1Y | +27.4% | -54.5% | +81.9% | +51.2% |
| 3Y | -7.7% | -58.6% | +50.9% | +9.7% |
| 5Y | -32.4% | -61.5% | +29.1% | -18.1% |
| All | -32.4% | -62.1% | +29.6% | -18.1% |
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