+2.6%
UPS vs CMI
+7.2%
-4.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | -3.7% | -12.3% | +8.5% | -0.3% |
| 3M | -6.6% | -16.8% | +10.2% | -2.6% |
| 6M | +2.6% | +1.5% | +1.0% | -4.0% |
| All | +2.6% | +7.2% | -4.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling