+30.6%
UPS vs CMI
+10.9%
+19.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.8% | +10.5% | +5.8% |
| 7D | +8.2% | -11.2% | +19.4% | +10.8% |
| 30D | +22.7% | -9.8% | +32.6% | +25.1% |
| 3M | +6.4% | -25.5% | +32.0% | +13.4% |
| 6M | +22.6% | -27.7% | +50.3% | +30.3% |
| YTD | +20.7% | -6.6% | +27.3% | +21.2% |
| 1Y | +30.6% | +11.7% | +19.0% | +29.4% |
| All | +30.6% | +10.9% | +19.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling