+259.5%
UPS vs CRL
+1,379.5%
-1,120.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | -3.5% | +10.7% | -14.2% | -5.5% |
| 3M | -5.7% | +55.3% | -61.0% | -14.3% |
| 6M | -4.4% | +60.7% | -65.0% | -14.3% |
| YTD | +8.0% | +44.6% | -36.6% | -1.5% |
| 1Y | +29.0% | +77.7% | -48.7% | +12.2% |
| 3Y | -27.7% | +37.6% | -65.3% | -36.1% |
| 5Y | -34.3% | -35.8% | +1.5% | -33.8% |
| 10Y | +37.8% | +241.7% | -204.0% | -1.4% |
| All | +259.5% | +1,379.5% | -1,120.0% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling