+3,994.3%
CMG vs UPS
+158.2%
+3,836.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.9% |
| 7D | -6.5% | -3.7% | -2.8% | -4.8% |
| 30D | +12.1% | -3.7% | +15.8% | +14.0% |
| 3M | +20.6% | -6.6% | +27.1% | +23.5% |
| 6M | +2.1% | +2.6% | -0.5% | -0.5% |
| YTD | -2.6% | +4.8% | -7.4% | -6.4% |
| 1Y | -8.7% | +25.3% | -34.0% | -19.6% |
| 3Y | -7.4% | -26.9% | +19.5% | +0.9% |
| 5Y | -5.7% | -33.5% | +27.8% | +5.2% |
| 10Y | +322.3% | +36.1% | +286.3% | +180.5% |
| All | +3,994.3% | +158.2% | +3,836.2% | +1,480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling