-25.9%
UPS vs CRL
+37.9%
-63.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | -2.1% | -0.6% | -1.6% | -2.0% |
| 30D | -2.3% | +5.0% | -7.3% | -3.1% |
| 3M | -5.2% | +50.6% | -55.8% | -12.0% |
| 6M | +1.4% | +60.9% | -59.5% | -7.7% |
| YTD | +6.1% | +40.7% | -34.6% | -1.3% |
| 1Y | +27.0% | +73.3% | -46.3% | +12.8% |
| 3Y | -25.9% | +40.6% | -66.5% | -34.7% |
| All | -25.9% | +37.9% | -63.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling