+217.2%
UPS vs CMI
+9,782.7%
-9,565.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -6.6% | -16.8% | +10.2% | -1.9% |
| 6M | +2.6% | +1.5% | +1.0% | +1.2% |
| YTD | +4.8% | +9.8% | -5.0% | +0.7% |
| 1Y | +25.3% | +42.6% | -17.3% | +11.2% |
| 3Y | -26.9% | +151.0% | -177.8% | -45.3% |
| 5Y | -33.5% | +167.0% | -200.5% | -51.4% |
| 10Y | +36.1% | +512.2% | -476.1% | -22.0% |
| All | +217.2% | +9,782.7% | -9,565.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling