+891.5%
CLS vs UPS
-5.9%
+897.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.8% |
| 7D | +23.5% | -0.6% | +24.1% | +23.6% |
| 30D | -28.9% | +16.4% | -45.4% | -30.0% |
| 3M | -25.2% | +7.9% | -33.1% | -25.7% |
| 6M | -32.1% | +15.8% | -47.9% | -33.3% |
| YTD | -14.1% | +16.6% | -30.6% | -15.7% |
| 1Y | -24.1% | +22.3% | -46.4% | -25.9% |
| All | +891.5% | -5.9% | +897.4% | +778.0% |
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