+41.5%
UPS vs CTVA
+208.7%
-167.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.0% | -4.5% | +2.5% | -0.7% |
| 30D | -2.0% | +11.3% | -13.3% | -4.9% |
| 3M | -6.2% | +12.3% | -18.5% | -9.7% |
| 6M | +2.8% | +7.2% | -4.4% | +0.1% |
| YTD | +5.9% | +26.0% | -20.1% | -1.6% |
| 1Y | +26.2% | +16.0% | +10.2% | +19.6% |
| 3Y | -26.0% | +73.9% | -99.9% | -38.5% |
| 5Y | -34.3% | +103.8% | -138.1% | -48.5% |
| All | +41.5% | +208.7% | -167.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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