-19.8%
CEG vs UPS
+23.1%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +2.7% |
| 7D | +17.8% | -0.6% | +18.4% | +17.7% |
| 30D | -4.5% | +16.4% | -21.0% | -3.8% |
| 3M | +1.5% | +7.9% | -6.4% | +2.0% |
| 6M | -3.5% | +15.8% | -19.4% | -1.6% |
| YTD | -19.7% | +16.6% | -36.3% | -18.7% |
| 1Y | -19.8% | +22.3% | -42.1% | -17.7% |
| All | -19.8% | +23.1% | -42.9% | -17.7% |
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 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