+593.0%
CEG vs UPS
-30.9%
+624.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +12.1% | +3.8% | +8.3% | +11.5% |
| 30D | +0.2% | +17.4% | -17.1% | -2.4% |
| 3M | +0.7% | +8.2% | -7.5% | -0.7% |
| 6M | +2.2% | +17.9% | -15.7% | -0.8% |
| YTD | -20.3% | +18.7% | -39.0% | -23.5% |
| 1Y | -16.1% | +24.8% | -40.9% | -20.3% |
| 3Y | +134.7% | -4.5% | +139.2% | +124.9% |
| All | +593.0% | -30.9% | +624.0% | +634.6% |
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