+2,029.3%
CLS vs UPS
+41.3%
+1,988.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.2% |
| 7D | +23.5% | -0.6% | +24.1% | +23.8% |
| 30D | -28.9% | +16.4% | -45.4% | -32.9% |
| 3M | -25.2% | +7.9% | -33.1% | -27.6% |
| 6M | -32.1% | +15.8% | -47.9% | -36.3% |
| YTD | -14.1% | +16.6% | -30.6% | -20.2% |
| 1Y | -24.1% | +22.3% | -46.4% | -30.9% |
| 3Y | +897.0% | -6.2% | +903.2% | +853.4% |
| 5Y | +2,089.9% | -34.4% | +2,124.3% | +2,360.0% |
| All | +2,029.3% | +41.3% | +1,988.0% | +1,473.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling