+3,542.1%
CLS vs UPS
-34.9%
+3,577.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.2% |
| 7D | +12.8% | -2.1% | +14.9% | +13.5% |
| 30D | +3.8% | -2.3% | +6.1% | +4.6% |
| 3M | -14.6% | -5.2% | -9.4% | -13.6% |
| 6M | +32.2% | +1.4% | +30.8% | +31.0% |
| YTD | +11.6% | +6.1% | +5.5% | +8.2% |
| 1Y | +35.1% | +27.0% | +8.1% | +22.3% |
| 3Y | +1,312.5% | -25.9% | +1,338.5% | +1,403.8% |
| 5Y | +3,542.1% | -34.6% | +3,576.6% | +4,052.3% |
| All | +3,542.1% | -34.9% | +3,577.0% | +4,052.3% |
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 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