+227.0%
UPS vs CI
+1,143.3%
-916.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | -3.5% | +4.4% | -8.0% | -4.4% |
| 3M | -5.7% | +0.7% | -6.4% | -6.1% |
| 6M | -4.4% | +0.3% | -4.7% | -4.9% |
| YTD | +8.0% | +3.8% | +4.2% | +6.6% |
| 1Y | +29.0% | -5.5% | +34.5% | +29.2% |
| 3Y | -27.7% | +8.1% | -35.8% | -30.6% |
| 5Y | -34.3% | +42.8% | -77.1% | -41.1% |
| 10Y | +37.8% | +143.9% | -106.1% | +7.7% |
| All | +227.0% | +1,143.3% | -916.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling