+10.9%
CMG vs UPS
+29.9%
-19.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.6% |
| 7D | +22.5% | +8.2% | +14.3% | +20.1% |
| 30D | +14.1% | +22.7% | -8.6% | +8.4% |
| 3M | +4.1% | +6.4% | -2.4% | +2.4% |
| 6M | +10.1% | +22.6% | -12.5% | +2.4% |
| YTD | -4.9% | +20.7% | -25.6% | -12.5% |
| 1Y | +10.9% | +30.6% | -19.7% | -1.7% |
| All | +10.9% | +29.9% | -19.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling