+36.4%
UPS vs CAH
+294.8%
-258.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.0% | -5.1% | +3.1% | -0.8% |
| 30D | -2.0% | +0.2% | -2.1% | -2.0% |
| 3M | -6.2% | +6.3% | -12.5% | -7.7% |
| 6M | +2.8% | +9.4% | -6.6% | +0.3% |
| YTD | +5.9% | +15.0% | -9.1% | +1.8% |
| 1Y | +26.2% | +55.4% | -29.2% | +11.8% |
| 3Y | -26.0% | +173.8% | -199.8% | -44.9% |
| 5Y | -34.3% | +395.2% | -429.5% | -59.5% |
| All | +36.4% | +294.8% | -258.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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