+246.2%
UPS vs CL
+511.4%
-265.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | +17.3% | +11.4% | +6.0% | +12.9% |
| 3M | +6.6% | +4.4% | +2.2% | +4.9% |
| 6M | +12.0% | +10.8% | +1.2% | +7.5% |
| YTD | +14.4% | +25.1% | -10.8% | +4.9% |
| 1Y | +23.3% | +28.0% | -4.7% | +12.1% |
| 3Y | -9.6% | +37.6% | -47.2% | -21.0% |
| 5Y | -34.1% | +39.7% | -73.8% | -43.0% |
| 10Y | +49.5% | +75.8% | -26.3% | +17.4% |
| All | +246.2% | +511.4% | -265.2% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling