+16.2%
UPS vs CRL
+93.6%
-77.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | -1.6% | +5.0% | -6.7% | -1.4% |
| 30D | +17.9% | +13.5% | +4.4% | +17.5% |
| 3M | +9.4% | +21.5% | -12.1% | +9.0% |
| 6M | +16.2% | +103.4% | -87.3% | +9.3% |
| All | +16.2% | +93.6% | -77.5% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling