+36.2%
UPS vs CMS
+117.1%
-81.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -2.3% | -3.2% | +0.8% | -1.3% |
| 3M | -5.2% | -2.2% | -3.0% | -4.7% |
| 6M | +1.4% | -9.4% | +10.8% | +4.5% |
| YTD | +6.1% | +0.7% | +5.4% | +5.3% |
| 1Y | +27.0% | +0.4% | +26.6% | +25.9% |
| 3Y | -25.9% | +35.2% | -61.1% | -34.6% |
| 5Y | -34.6% | +24.1% | -58.7% | -41.2% |
| 10Y | +36.2% | +115.8% | -79.6% | +8.7% |
| All | +36.2% | +117.1% | -81.0% | +8.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling