+45.9%
UPS vs CI
+146.2%
-100.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.8% | +1.2% | +2.6% | +3.5% |
| 30D | +17.4% | +2.6% | +14.8% | +16.6% |
| 3M | +8.2% | +7.4% | +0.8% | +6.2% |
| 6M | +17.9% | -0.1% | +18.1% | +17.4% |
| YTD | +18.7% | +9.7% | +9.0% | +15.0% |
| 1Y | +24.8% | +12.1% | +12.7% | +20.3% |
| 3Y | -4.5% | +7.0% | -11.6% | -9.1% |
| 5Y | -33.2% | +49.7% | -82.9% | -43.3% |
| All | +45.9% | +146.2% | -100.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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