+5,760.6%
CRM vs UPS
+175.7%
+5,584.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | -2.0% | -2.5% | -3.3% |
| 30D | +28.1% | -2.0% | +30.1% | +29.7% |
| 3M | +48.8% | -6.2% | +55.1% | +53.3% |
| 6M | +28.3% | +2.8% | +25.5% | +23.2% |
| YTD | -6.0% | +5.9% | -11.9% | -12.1% |
| 1Y | +1.4% | +26.2% | -24.8% | -15.5% |
| 3Y | +11.8% | -26.0% | +37.9% | +22.1% |
| 5Y | -2.0% | -34.3% | +32.3% | +13.4% |
| 10Y | +239.6% | +37.5% | +202.1% | +100.8% |
| All | +5,760.6% | +175.7% | +5,584.9% | +1,602.2% |
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