+36.4%
UPS vs CMI
+516.5%
-480.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -2.0% | -12.4% | +10.4% | +3.3% |
| 3M | -6.2% | -14.8% | +8.5% | -0.7% |
| 6M | +2.8% | +0.8% | +2.0% | +0.7% |
| YTD | +5.9% | +10.2% | -4.3% | -0.9% |
| 1Y | +26.2% | +37.4% | -11.2% | +6.6% |
| 3Y | -26.0% | +153.3% | -179.3% | -53.3% |
| 5Y | -34.3% | +167.6% | -201.9% | -60.1% |
| All | +36.4% | +516.5% | -480.1% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling