-9.6%
UPS vs CMS
+35.4%
-45.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -1.9% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | +17.3% | +6.3% | +11.0% | +15.7% |
| 3M | +6.6% | -2.1% | +8.7% | +7.1% |
| 6M | +12.0% | -5.1% | +17.1% | +13.2% |
| YTD | +14.4% | +1.3% | +13.1% | +13.4% |
| 1Y | +23.3% | -1.4% | +24.7% | +23.2% |
| 3Y | -9.6% | +36.9% | -46.6% | -23.8% |
| All | -9.6% | +35.4% | -45.0% | -23.8% |
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