+221.5%
UPS vs CVE
+89.9%
+131.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -3.5% | +16.7% | -20.2% | -5.7% |
| 3M | -5.7% | +9.3% | -15.0% | -7.2% |
| 6M | -4.4% | +43.6% | -48.0% | -9.9% |
| YTD | +8.0% | +93.6% | -85.6% | -2.9% |
| 1Y | +29.0% | +98.8% | -69.7% | +15.3% |
| 3Y | -27.7% | +73.6% | -101.3% | -35.1% |
| 5Y | -34.3% | +312.5% | -346.8% | -49.0% |
| 10Y | +37.8% | +161.0% | -123.3% | +5.0% |
| All | +221.5% | +89.9% | +131.6% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling