+43.7%
UPS vs CVE
+132.7%
-89.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.7% | -10.0% | +11.7% | +2.9% |
| 30D | +17.4% | -11.9% | +29.3% | +18.9% |
| 3M | +7.7% | -5.9% | +13.7% | +8.1% |
| 6M | +13.8% | -1.6% | +15.4% | +13.3% |
| YTD | +17.3% | +66.3% | -49.0% | +8.8% |
| 1Y | +27.2% | +57.5% | -30.3% | +18.7% |
| 3Y | -5.6% | +65.4% | -71.1% | -13.6% |
| 5Y | -33.5% | +144.2% | -177.7% | -42.6% |
| 10Y | +43.7% | +135.5% | -91.8% | +16.1% |
| All | +43.7% | +132.7% | -89.0% | +16.1% |
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