-31.9%
CEG vs UPS
+29.9%
-61.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.7% | -11.4% | -6.3% |
| 7D | -4.8% | +8.2% | -13.0% | -4.3% |
| 30D | -8.2% | +22.7% | -30.9% | -7.1% |
| 3M | -7.9% | +6.4% | -14.4% | -7.3% |
| 6M | -23.2% | +22.6% | -45.8% | -21.1% |
| YTD | -30.1% | +20.7% | -50.9% | -29.0% |
| 1Y | -31.9% | +30.6% | -62.5% | -29.3% |
| All | -31.9% | +29.9% | -61.8% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling