-24.6%
UPS vs CTAS
+65.0%
-89.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | -5.7% | +11.7% | -17.4% | -9.1% |
| 6M | -4.4% | +0.7% | -5.1% | -5.3% |
| YTD | +8.0% | +7.4% | +0.6% | +5.0% |
| 1Y | +29.0% | -2.1% | +31.1% | +28.6% |
| All | -24.6% | +65.0% | -89.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling