+227.0%
UPS vs CMS
+338.3%
-111.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -3.5% | -3.6% | +0.1% | -2.7% |
| 3M | -5.7% | -1.9% | -3.8% | -5.4% |
| 6M | -4.4% | -11.0% | +6.6% | -2.1% |
| YTD | +8.0% | +0.2% | +7.8% | +7.7% |
| 1Y | +29.0% | -1.3% | +30.4% | +28.9% |
| 3Y | -27.7% | +35.9% | -63.6% | -33.1% |
| 5Y | -34.3% | +23.1% | -57.4% | -38.2% |
| 10Y | +37.8% | +117.9% | -80.1% | +14.5% |
| All | +227.0% | +338.3% | -111.3% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling