+246.2%
UPS vs CI
+1,199.2%
-953.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.9% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | +17.3% | +5.4% | +11.9% | +16.1% |
| 3M | +6.6% | +7.3% | -0.6% | +5.0% |
| 6M | +12.0% | +5.3% | +6.7% | +10.3% |
| YTD | +14.4% | +8.5% | +5.9% | +11.8% |
| 1Y | +23.3% | +17.1% | +6.2% | +18.6% |
| 3Y | -9.6% | +1.4% | -11.0% | -12.0% |
| 5Y | -34.1% | +50.5% | -84.6% | -41.5% |
| 10Y | +49.5% | +168.5% | -119.0% | +14.8% |
| All | +246.2% | +1,199.2% | -953.0% | +64.9% |
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