+124.2%
CEG vs UPS
-6.1%
+130.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +1.7% | +1.7% | -0.1% | +1.7% |
| 30D | -10.2% | +17.4% | -27.6% | -10.2% |
| 3M | -0.8% | +7.7% | -8.6% | -0.8% |
| 6M | -11.5% | +13.8% | -25.4% | -11.4% |
| YTD | -23.9% | +17.3% | -41.1% | -23.9% |
| 1Y | -25.4% | +27.2% | -52.6% | -25.5% |
| 3Y | +124.2% | -5.6% | +129.8% | +122.8% |
| All | +124.2% | -6.1% | +130.2% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling