+227.0%
UPS vs CLF
+381.0%
-154.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -2.9% | +7.6% | -10.5% | -3.8% |
| 30D | -3.5% | -1.2% | -2.3% | -3.5% |
| 3M | -5.7% | -13.4% | +7.7% | -4.6% |
| 6M | -4.4% | +15.4% | -19.8% | -6.9% |
| YTD | +8.0% | -5.9% | +13.9% | +7.1% |
| 1Y | +29.0% | +18.8% | +10.2% | +23.1% |
| 3Y | -27.7% | -19.4% | -8.3% | -30.3% |
| 5Y | -34.3% | -47.7% | +13.4% | -35.1% |
| 10Y | +37.8% | +130.4% | -92.6% | +2.6% |
| All | +227.0% | +381.0% | -154.0% | +74.2% |
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