+36.2%
UPS vs CLF
+108.7%
-72.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -2.1% | +6.5% | -8.6% | -3.0% |
| 30D | -2.3% | +0.2% | -2.6% | -2.5% |
| 3M | -5.2% | -3.1% | -2.1% | -5.4% |
| 6M | +1.4% | +25.0% | -23.6% | -2.5% |
| YTD | +6.1% | -7.5% | +13.6% | +5.4% |
| 1Y | +27.0% | +11.5% | +15.5% | +21.7% |
| 3Y | -25.9% | -13.7% | -12.2% | -29.6% |
| 5Y | -34.6% | -47.0% | +12.4% | -35.8% |
| 10Y | +36.2% | +116.3% | -80.2% | +2.1% |
| All | +36.2% | +108.7% | -72.5% | +2.1% |
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