+227.0%
UPS vs CSGP
+1,289.2%
-1,062.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.7% |
| 7D | -2.9% | -4.1% | +1.2% | -2.2% |
| 30D | -3.5% | +2.3% | -5.8% | -4.1% |
| 3M | -5.7% | -8.2% | +2.5% | -4.8% |
| 6M | -4.4% | -35.1% | +30.7% | +2.4% |
| YTD | +8.0% | -54.0% | +62.1% | +22.3% |
| 1Y | +29.0% | -65.3% | +94.3% | +53.7% |
| 3Y | -27.7% | -62.6% | +34.9% | -16.0% |
| 5Y | -34.3% | -64.8% | +30.5% | -24.0% |
| 10Y | +37.8% | +45.1% | -7.3% | +25.0% |
| All | +227.0% | +1,289.2% | -1,062.2% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling