+262.2%
UPS vs CME
+8,132.9%
-7,870.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +17.3% | +8.5% | +8.8% | +14.9% |
| 3M | +7.9% | +16.0% | -8.2% | +3.9% |
| 6M | +13.7% | +9.3% | +4.4% | +10.5% |
| YTD | +17.2% | +15.3% | +1.9% | +12.1% |
| 1Y | +23.2% | +14.4% | +8.8% | +18.0% |
| 3Y | -5.9% | +59.9% | -65.8% | -18.2% |
| 5Y | -33.1% | +69.4% | -102.5% | -43.1% |
| 10Y | +44.3% | +299.5% | -255.2% | -3.7% |
| All | +262.2% | +8,132.9% | -7,870.7% | +52.7% |
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