-4.5%
UPS vs CMS
+39.2%
-43.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.4% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | +17.4% | +6.2% | +11.2% | +15.7% |
| 3M | +8.2% | +0.6% | +7.6% | +7.9% |
| 6M | +17.9% | -1.8% | +19.7% | +18.1% |
| YTD | +18.7% | +3.8% | +14.9% | +17.0% |
| 1Y | +24.8% | -1.8% | +26.6% | +25.0% |
| 3Y | -4.5% | +39.8% | -44.4% | -20.0% |
| All | -4.5% | +39.2% | -43.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling