+579.5%
CEG vs UPS
-30.9%
+610.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | +11.8% | -1.6% | +13.4% | +12.1% |
| 30D | -6.5% | +17.9% | -24.5% | -9.1% |
| 3M | -1.2% | +9.4% | -10.5% | -2.7% |
| 6M | -8.0% | +16.2% | -24.2% | -10.6% |
| YTD | -21.9% | +18.8% | -40.6% | -25.0% |
| 1Y | -21.4% | +26.1% | -47.5% | -25.6% |
| 3Y | +130.0% | -4.5% | +134.5% | +120.4% |
| All | +579.5% | -30.9% | +610.4% | +620.3% |
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 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