+639.5%
CEG vs UPS
-37.1%
+676.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.1% |
| 7D | +8.0% | -2.9% | +10.9% | +8.6% |
| 30D | +12.9% | -3.5% | +16.4% | +13.6% |
| 3M | +13.2% | -5.7% | +18.9% | +14.2% |
| 6M | -7.0% | -4.4% | -2.6% | -6.7% |
| YTD | -15.0% | +8.0% | -23.0% | -17.0% |
| 1Y | -2.7% | +29.0% | -31.8% | -8.8% |
| 3Y | +184.1% | -27.7% | +211.8% | +200.4% |
| All | +639.5% | -37.1% | +676.6% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling