-33.1%
UPS vs CVE
+135.1%
-168.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | +1.1% | -10.1% | +11.2% | +2.5% |
| 30D | +17.3% | -12.1% | +29.4% | +19.0% |
| 3M | +7.9% | -1.9% | +9.7% | +7.5% |
| 6M | +13.7% | -1.8% | +15.6% | +12.9% |
| YTD | +17.2% | +65.8% | -48.6% | +5.4% |
| 1Y | +23.2% | +60.8% | -37.6% | +11.3% |
| 3Y | -5.9% | +70.1% | -76.0% | -18.0% |
| 5Y | -33.1% | +134.8% | -167.8% | -46.3% |
| All | -33.1% | +135.1% | -168.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling