-34.6%
UPS vs CME
+77.1%
-111.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -2.1% | -2.9% | +0.7% | -1.9% |
| 30D | -2.3% | +5.5% | -7.8% | -2.8% |
| 3M | -5.2% | +11.0% | -16.2% | -6.3% |
| 6M | +1.4% | -9.7% | +11.1% | +2.8% |
| YTD | +6.1% | +4.9% | +1.2% | +4.9% |
| 1Y | +27.0% | +10.1% | +16.9% | +24.2% |
| 3Y | -25.9% | +53.5% | -79.4% | -35.5% |
| 5Y | -34.6% | +77.2% | -111.7% | -46.0% |
| All | -34.6% | +77.1% | -111.7% | -46.0% |
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