+44.3%
UPS vs CTVA
+223.3%
-179.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -2.9% | +4.9% | -7.8% | -4.2% |
| 30D | -3.5% | +11.9% | -15.4% | -6.5% |
| 3M | -5.7% | +13.7% | -19.4% | -9.5% |
| 6M | -4.4% | +13.1% | -17.5% | -8.3% |
| YTD | +8.0% | +32.0% | -23.9% | -0.9% |
| 1Y | +29.0% | +22.1% | +7.0% | +20.6% |
| 3Y | -27.7% | +77.5% | -105.2% | -40.2% |
| 5Y | -34.3% | +106.3% | -140.6% | -48.7% |
| All | +44.3% | +223.3% | -179.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling