+30.6%
UPS vs CMS
+1.4%
+29.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.5% |
| 7D | +8.2% | +4.1% | +4.2% | +7.6% |
| 30D | +22.7% | +10.9% | +11.9% | +21.0% |
| 3M | +6.4% | -0.2% | +6.7% | +6.1% |
| 6M | +22.6% | -4.7% | +27.3% | +23.4% |
| YTD | +20.7% | +3.9% | +16.8% | +20.4% |
| 1Y | +30.6% | +0.4% | +30.3% | +32.1% |
| All | +30.6% | +1.4% | +29.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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