-26.8%
UPS vs CTVA
+76.0%
-102.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | -3.7% | -5.8% | +2.1% | -2.4% |
| 30D | -3.7% | +11.1% | -14.8% | -6.1% |
| 3M | -6.6% | +13.2% | -19.8% | -9.8% |
| 6M | +2.6% | +8.7% | -6.2% | -0.2% |
| YTD | +4.8% | +27.3% | -22.5% | -2.2% |
| 1Y | +25.3% | +18.0% | +7.3% | +19.1% |
| All | -26.8% | +76.0% | -102.8% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling