+43.3%
UPS vs CLF
+80.0%
-36.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -0.6% | +16.0% | -16.6% | -2.5% |
| 30D | +16.4% | +1.6% | +14.8% | +15.6% |
| 3M | +7.9% | +6.7% | +1.2% | +6.1% |
| 6M | +15.8% | +21.1% | -5.3% | +11.3% |
| YTD | +16.6% | -1.6% | +18.1% | +14.0% |
| 1Y | +22.3% | +18.5% | +3.8% | +16.6% |
| 3Y | -6.2% | -21.0% | +14.8% | -10.3% |
| 5Y | -34.4% | -41.4% | +7.0% | -36.7% |
| All | +43.3% | +80.0% | -36.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling