+626.9%
CEG vs UPS
-39.0%
+666.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +8.8% | -3.7% | +12.6% | +9.5% |
| 3M | +17.0% | -6.6% | +23.5% | +18.2% |
| 6M | -8.7% | +2.6% | -11.3% | -9.6% |
| YTD | -16.4% | +4.8% | -21.2% | -17.9% |
| 1Y | -1.8% | +25.3% | -27.0% | -7.4% |
| 3Y | +175.8% | -26.9% | +202.6% | +187.7% |
| All | +626.9% | -39.0% | +666.0% | +687.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling