-33.1%
UPS vs CME
+70.5%
-103.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +17.3% | +8.5% | +8.8% | +16.4% |
| 3M | +7.9% | +16.0% | -8.2% | +6.3% |
| 6M | +13.7% | +9.3% | +4.4% | +12.6% |
| YTD | +17.2% | +15.3% | +1.9% | +14.8% |
| 1Y | +23.2% | +14.4% | +8.8% | +20.9% |
| 3Y | -5.9% | +59.9% | -65.8% | -16.9% |
| 5Y | -33.1% | +69.4% | -102.5% | -43.9% |
| All | -33.1% | +70.5% | -103.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling