+29.0%
UPS vs CRL
+78.8%
-49.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | -3.5% | +10.7% | -14.2% | -4.3% |
| 3M | -5.7% | +55.3% | -61.0% | -9.8% |
| 6M | -4.4% | +60.7% | -65.0% | -9.5% |
| YTD | +8.0% | +44.6% | -36.6% | +3.3% |
| 1Y | +29.0% | +77.7% | -48.7% | +18.0% |
| All | +29.0% | +78.8% | -49.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling