+43.7%
UPS vs CME
+301.9%
-258.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +1.7% | +1.7% | +0.1% | +1.4% |
| 30D | +17.4% | +10.2% | +7.3% | +14.8% |
| 3M | +7.7% | +17.8% | -10.0% | +3.7% |
| 6M | +13.8% | +11.0% | +2.8% | +10.6% |
| YTD | +17.3% | +17.0% | +0.2% | +12.0% |
| 1Y | +27.2% | +15.8% | +11.4% | +21.6% |
| 3Y | -5.6% | +61.8% | -67.4% | -19.3% |
| 5Y | -33.5% | +72.5% | -106.0% | -44.8% |
| 10Y | +43.7% | +288.0% | -244.3% | -4.4% |
| All | +43.7% | +301.9% | -258.2% | -4.4% |
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