+322.0%
CMG vs UPS
+37.9%
+284.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | +10.9% | -2.0% | +12.9% | +11.6% |
| 3M | +15.8% | -6.2% | +22.1% | +17.8% |
| 6M | +6.9% | +2.8% | +4.2% | +5.1% |
| YTD | -2.2% | +5.9% | -8.1% | -5.0% |
| 1Y | -7.1% | +26.2% | -33.3% | -14.9% |
| 3Y | -7.1% | -26.0% | +18.9% | -1.7% |
| 5Y | -4.8% | -34.3% | +29.5% | +3.8% |
| All | +322.0% | +37.9% | +284.1% | +233.5% |
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