+227.0%
UPS vs CTAS
+2,940.0%
-2,713.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.3% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | -5.7% | +11.7% | -17.4% | -9.6% |
| 6M | -4.4% | +0.7% | -5.1% | -5.1% |
| YTD | +8.0% | +7.4% | +0.6% | +4.8% |
| 1Y | +29.0% | -2.1% | +31.1% | +29.0% |
| 3Y | -27.7% | +62.9% | -90.7% | -40.3% |
| 5Y | -34.3% | +111.9% | -146.2% | -50.6% |
| 10Y | +37.8% | +652.2% | -614.4% | -34.2% |
| All | +227.0% | +2,940.0% | -2,713.0% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling