+227.0%
UPS vs CL
+458.9%
-231.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -3.5% | -4.8% | +1.3% | -1.8% |
| 3M | -5.7% | +4.9% | -10.6% | -7.7% |
| 6M | -4.4% | -5.7% | +1.3% | -2.8% |
| YTD | +8.0% | +14.4% | -6.4% | +2.3% |
| 1Y | +29.0% | +8.7% | +20.3% | +24.2% |
| 3Y | -27.7% | +30.0% | -57.7% | -35.5% |
| 5Y | -34.3% | +28.4% | -62.7% | -41.4% |
| 10Y | +37.8% | +50.1% | -12.3% | +14.4% |
| All | +227.0% | +458.9% | -231.9% | +92.8% |
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