+290.3%
UPS vs CRL
+1,673.3%
-1,383.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +17.4% | +14.6% | +2.8% | +13.7% |
| 3M | +7.7% | +24.8% | -17.1% | +2.3% |
| 6M | +13.8% | +94.7% | -80.9% | -2.0% |
| YTD | +17.3% | +73.4% | -56.1% | +2.4% |
| 1Y | +27.2% | +104.7% | -77.5% | +7.2% |
| 3Y | -5.6% | +101.1% | -106.7% | -23.2% |
| 5Y | -33.5% | -10.8% | -22.7% | -37.5% |
| 10Y | +43.7% | +358.8% | -315.1% | -3.3% |
| All | +290.3% | +1,673.3% | -1,383.1% | +115.7% |
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 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