+56.1%
CDE vs UPS
+37.9%
+18.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | +9.5% | -2.0% | +11.4% | +10.4% |
| 3M | +25.5% | -6.2% | +31.7% | +29.1% |
| 6M | -7.9% | +2.8% | -10.7% | -8.8% |
| YTD | +15.6% | +5.9% | +9.7% | +13.3% |
| 1Y | +34.0% | +26.2% | +7.8% | +22.6% |
| 3Y | +791.9% | -26.0% | +817.9% | +880.2% |
| 5Y | +197.7% | -34.3% | +232.0% | +236.3% |
| All | +56.1% | +37.9% | +18.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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