+45.6%
UPS vs CVE
+136.1%
-90.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | 0.0% | -16.1% | +16.2% | +2.0% |
| 30D | +17.3% | -10.4% | +27.7% | +18.6% |
| 3M | +6.6% | -2.4% | +9.0% | +6.5% |
| 6M | +12.0% | -4.4% | +16.4% | +11.9% |
| YTD | +14.4% | +64.9% | -50.6% | +6.2% |
| 1Y | +23.3% | +66.0% | -42.7% | +14.3% |
| 3Y | -9.6% | +57.7% | -67.3% | -16.8% |
| 5Y | -34.1% | +144.7% | -178.8% | -43.2% |
| All | +45.6% | +136.1% | -90.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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