-24.6%
UPS vs CME
+54.5%
-79.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.9% | -1.6% | -1.3% | -3.1% |
| 30D | -3.5% | +6.2% | -9.7% | -2.7% |
| 3M | -5.7% | +10.4% | -16.1% | -4.4% |
| 6M | -4.4% | -9.5% | +5.2% | -5.3% |
| YTD | +8.0% | +6.0% | +2.0% | +9.0% |
| 1Y | +29.0% | +9.3% | +19.8% | +30.7% |
| All | -24.6% | +54.5% | -79.1% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling