-34.6%
UPS vs CTAS
+114.7%
-149.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.3% | -1.0% | -1.3% | -2.0% |
| 3M | -5.2% | +15.8% | -21.0% | -11.5% |
| 6M | +1.4% | -1.0% | +2.4% | +1.2% |
| YTD | +6.1% | +7.4% | -1.3% | +2.0% |
| 1Y | +27.0% | -0.1% | +27.1% | +25.9% |
| 3Y | -25.9% | +66.3% | -92.2% | -46.2% |
| 5Y | -34.6% | +111.0% | -145.6% | -60.1% |
| All | -34.6% | +114.7% | -149.3% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling