+43.3%
UPS vs CVE
+147.6%
-104.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -0.6% | +4.6% | -5.2% | -1.1% |
| 30D | +16.4% | -12.0% | +28.4% | +17.9% |
| 3M | +7.9% | -3.8% | +11.7% | +8.0% |
| 6M | +15.8% | -2.7% | +18.6% | +15.5% |
| YTD | +16.6% | +73.6% | -57.0% | +7.6% |
| 1Y | +22.3% | +62.0% | -39.7% | +13.8% |
| 3Y | -6.2% | +72.7% | -78.9% | -14.6% |
| 5Y | -34.4% | +153.9% | -188.3% | -43.7% |
| All | +43.3% | +147.6% | -104.3% | +15.3% |
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