+180.6%
CEG vs UPS
-26.6%
+207.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +6.7% | -2.1% | +8.8% | +6.7% |
| 30D | +11.0% | -2.3% | +13.3% | +11.0% |
| 3M | +19.5% | -5.2% | +24.7% | +19.6% |
| 6M | -5.9% | +1.4% | -7.3% | -5.8% |
| YTD | -15.0% | +6.1% | -21.1% | -15.2% |
| 1Y | +0.6% | +27.0% | -26.4% | -0.4% |
| 3Y | +180.6% | -25.9% | +206.5% | +184.2% |
| All | +180.6% | -26.6% | +207.2% | +184.2% |
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