-51.2%
CDE vs UPS
+233.0%
-284.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | -2.0% | -3.7% | +1.7% | -0.2% |
| 30D | +15.7% | -3.7% | +19.4% | +17.8% |
| 3M | +30.5% | -6.6% | +37.1% | +35.1% |
| 6M | -7.4% | +2.6% | -9.9% | -8.4% |
| YTD | +17.9% | +4.8% | +13.1% | +15.6% |
| 1Y | +46.7% | +25.3% | +21.4% | +32.1% |
| 3Y | +851.3% | -26.9% | +878.1% | +965.3% |
| 5Y | +202.9% | -33.5% | +236.4% | +246.3% |
| 10Y | +58.2% | +36.1% | +22.1% | +18.3% |
| All | -51.2% | +233.0% | -284.3% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling