-33.7%
UPS vs CL
+28.4%
-62.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | -3.5% | -4.8% | +1.3% | -2.0% |
| 3M | -5.7% | +4.9% | -10.6% | -7.6% |
| 6M | -4.4% | -5.7% | +1.3% | -2.8% |
| YTD | +8.0% | +14.4% | -6.4% | +2.6% |
| 1Y | +29.0% | +8.7% | +20.3% | +24.6% |
| 3Y | -27.7% | +30.0% | -57.7% | -36.8% |
| All | -33.7% | +28.4% | -62.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling