+36.0%
UPS vs CTAS
+675.6%
-639.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -2.7% | -3.1% | +0.3% | -1.6% |
| 3M | -1.6% | +10.3% | -11.9% | -5.8% |
| 6M | +2.3% | +1.6% | +0.7% | +1.0% |
| YTD | +5.6% | +6.3% | -0.7% | +2.2% |
| 1Y | +27.1% | -0.5% | +27.5% | +26.1% |
| 3Y | -26.3% | +64.6% | -90.9% | -42.0% |
| 5Y | -34.5% | +106.0% | -140.5% | -53.3% |
| All | +36.0% | +675.6% | -639.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling