+246.2%
UPS vs CLF
+341.0%
-94.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | 0.0% | -19.6% | +19.6% | +2.5% |
| 30D | +17.3% | -5.0% | +22.3% | +17.5% |
| 3M | +6.6% | -6.3% | +12.9% | +6.6% |
| 6M | +12.0% | +2.8% | +9.2% | +10.1% |
| YTD | +14.4% | -13.7% | +28.1% | +13.9% |
| 1Y | +23.3% | +13.6% | +9.7% | +18.6% |
| 3Y | -9.6% | -34.0% | +24.4% | -11.2% |
| 5Y | -34.1% | -48.7% | +14.6% | -34.9% |
| 10Y | +49.5% | +113.4% | -63.9% | +12.2% |
| All | +246.2% | +341.0% | -94.8% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling