+27.1%
UPS vs CLBK
+66.6%
-39.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | -2.7% | +4.5% | -7.3% | -3.8% |
| 3M | -1.6% | +22.8% | -24.4% | -7.1% |
| 6M | +2.3% | +43.4% | -41.1% | -7.6% |
| YTD | +5.6% | +64.1% | -58.5% | -7.1% |
| 1Y | +27.1% | +67.6% | -40.5% | +12.3% |
| All | +27.1% | +66.6% | -39.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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