+604.3%
CEG vs UPS
-38.4%
+642.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.8% | -2.0% | -2.8% | -4.4% |
| 30D | +2.3% | -2.0% | +4.3% | +2.7% |
| 3M | +15.6% | -6.2% | +21.8% | +16.7% |
| 6M | -5.0% | +2.8% | -7.8% | -5.9% |
| YTD | -19.0% | +5.9% | -24.9% | -20.6% |
| 1Y | -10.0% | +26.2% | -36.2% | -15.2% |
| 3Y | +163.9% | -26.0% | +189.9% | +174.7% |
| All | +604.3% | -38.4% | +642.7% | +661.9% |
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