+36.2%
UPS vs CL
+51.8%
-15.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -2.1% | -1.4% | -0.8% | -1.6% |
| 30D | -2.3% | -5.2% | +2.9% | -0.3% |
| 3M | -5.2% | +3.3% | -8.5% | -6.8% |
| 6M | +1.4% | -4.4% | +5.8% | +2.7% |
| YTD | +6.1% | +13.9% | -7.8% | -0.2% |
| 1Y | +27.0% | +7.6% | +19.4% | +22.1% |
| 3Y | -25.9% | +29.6% | -55.5% | -35.6% |
| 5Y | -34.6% | +28.1% | -62.6% | -43.3% |
| 10Y | +36.2% | +53.4% | -17.2% | +8.1% |
| All | +36.2% | +51.8% | -15.7% | +8.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling