+32.2%
UPS vs CLBK
+67.9%
-35.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -3.5% | +9.1% | -12.6% | -6.2% |
| 3M | -5.7% | +27.7% | -33.4% | -13.0% |
| 6M | -4.4% | +40.8% | -45.2% | -14.5% |
| YTD | +8.0% | +66.4% | -58.4% | -8.5% |
| 1Y | +29.0% | +72.4% | -43.3% | +7.6% |
| 3Y | -27.7% | +50.7% | -78.4% | -38.6% |
| 5Y | -34.3% | +42.9% | -77.3% | -46.0% |
| All | +32.2% | +67.9% | -35.7% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling