+2,953.7%
CLS vs UPS
+37.5%
+2,916.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +5.0% | -3.4% | +8.4% | +6.3% |
| 30D | +4.8% | -2.7% | +7.5% | +5.8% |
| 3M | -10.4% | -1.6% | -8.7% | -10.3% |
| 6M | +20.8% | +2.3% | +18.5% | +19.3% |
| YTD | +10.0% | +5.6% | +4.4% | +6.5% |
| 1Y | +28.5% | +27.1% | +1.5% | +15.2% |
| 3Y | +1,292.2% | -26.3% | +1,318.5% | +1,388.9% |
| 5Y | +3,616.8% | -34.5% | +3,651.3% | +4,065.9% |
| All | +2,953.7% | +37.5% | +2,916.2% | +2,210.2% |
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 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