+43.3%
UPS vs CMS
+136.3%
-93.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | +16.4% | +5.3% | +11.2% | +14.4% |
| 3M | +7.9% | -0.3% | +8.3% | +8.0% |
| 6M | +15.8% | -4.0% | +19.9% | +17.1% |
| YTD | +16.6% | +2.1% | +14.4% | +15.1% |
| 1Y | +22.3% | -4.7% | +27.0% | +23.7% |
| 3Y | -6.2% | +36.8% | -43.0% | -17.6% |
| 5Y | -34.4% | +34.9% | -69.3% | -42.8% |
| All | +43.3% | +136.3% | -93.0% | +14.4% |
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