-4.5%
UPS vs CAH
+180.6%
-185.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.8% |
| 7D | +3.8% | +3.5% | +0.3% | +3.7% |
| 30D | +17.4% | +13.5% | +3.9% | +17.0% |
| 3M | +8.2% | +21.8% | -13.6% | +7.8% |
| 6M | +17.9% | +51.5% | -33.6% | +17.5% |
| YTD | +18.7% | +38.1% | -19.4% | +18.5% |
| 1Y | +24.8% | +37.7% | -12.9% | +24.6% |
| 3Y | -4.5% | +179.6% | -184.1% | -6.7% |
| All | -4.5% | +180.6% | -185.1% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling