+36.0%
UPS vs CME
+280.4%
-244.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | -2.7% | +6.2% | -8.9% | -4.1% |
| 3M | -1.6% | +4.4% | -6.0% | -2.8% |
| 6M | +2.3% | -9.6% | +12.0% | +4.2% |
| YTD | +5.6% | +3.8% | +1.8% | +3.7% |
| 1Y | +27.1% | +9.5% | +17.5% | +22.7% |
| 3Y | -26.3% | +51.9% | -78.2% | -36.4% |
| 5Y | -34.5% | +78.7% | -113.2% | -46.6% |
| All | +36.0% | +280.4% | -244.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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