+36.0%
UPS vs CRL
+249.3%
-213.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -3.4% | -6.9% | +3.5% | -1.7% |
| 30D | -2.7% | -3.2% | +0.4% | -2.0% |
| 3M | -1.6% | +46.5% | -48.2% | -11.3% |
| 6M | +2.3% | +63.1% | -60.8% | -11.0% |
| YTD | +5.6% | +36.9% | -31.3% | -4.5% |
| 1Y | +27.1% | +78.1% | -51.1% | +6.4% |
| 3Y | -26.3% | +36.7% | -63.0% | -36.9% |
| 5Y | -34.5% | -38.1% | +3.6% | -31.3% |
| All | +36.0% | +249.3% | -213.4% | -12.8% |
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