+30.6%
UPS vs CL
+33.4%
-2.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.8% |
| 7D | +8.2% | +7.7% | +0.5% | +6.2% |
| 30D | +22.7% | +15.2% | +7.5% | +18.2% |
| 3M | +6.4% | +7.3% | -0.9% | +4.2% |
| 6M | +22.6% | +17.0% | +5.6% | +16.8% |
| YTD | +20.7% | +28.0% | -7.3% | +14.5% |
| 1Y | +30.6% | +32.1% | -1.5% | +21.2% |
| All | +30.6% | +33.4% | -2.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling