+44.3%
UPS vs CMS
+127.7%
-83.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | +1.1% | -0.9% | +2.1% | +1.5% |
| 30D | +17.3% | +7.1% | +10.3% | +14.7% |
| 3M | +7.9% | -1.3% | +9.2% | +8.3% |
| 6M | +13.7% | -2.7% | +16.4% | +14.4% |
| YTD | +17.2% | +2.6% | +14.6% | +15.5% |
| 1Y | +23.2% | -2.0% | +25.2% | +23.4% |
| 3Y | -5.9% | +39.6% | -45.5% | -17.8% |
| 5Y | -33.1% | +35.3% | -68.4% | -41.7% |
| 10Y | +44.3% | +132.3% | -88.0% | +15.3% |
| All | +44.3% | +127.7% | -83.4% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling