+233.9%
UPS vs CME
+7,469.3%
-7,235.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | -3.5% | +6.2% | -9.7% | -5.0% |
| 3M | -5.7% | +10.4% | -16.1% | -8.3% |
| 6M | -4.4% | -9.5% | +5.2% | -2.7% |
| YTD | +8.0% | +6.0% | +2.0% | +5.5% |
| 1Y | +29.0% | +9.3% | +19.8% | +24.9% |
| 3Y | -27.7% | +57.7% | -85.4% | -37.0% |
| 5Y | -34.3% | +77.7% | -112.0% | -44.9% |
| 10Y | +37.8% | +281.2% | -243.4% | -7.0% |
| All | +233.9% | +7,469.3% | -7,235.4% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling