+44.3%
UPS vs CRL
+358.0%
-313.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.6% | +5.0% | -6.7% | -2.9% |
| 30D | +17.9% | +13.5% | +4.4% | +13.7% |
| 3M | +9.4% | +21.5% | -12.1% | +3.4% |
| 6M | +16.2% | +103.4% | -87.3% | -4.4% |
| YTD | +18.8% | +71.8% | -53.0% | +0.8% |
| 1Y | +26.1% | +97.5% | -71.4% | +3.0% |
| 3Y | -4.5% | +99.2% | -103.7% | -26.5% |
| 5Y | -33.2% | -12.1% | -21.1% | -36.4% |
| 10Y | +44.3% | +359.2% | -314.9% | -9.1% |
| All | +44.3% | +358.0% | -313.7% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling