+221.2%
UPS vs CAH
+1,695.7%
-1,474.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -2.3% | +1.7% | -4.0% | -2.8% |
| 3M | -5.2% | +17.9% | -23.1% | -9.3% |
| 6M | +1.4% | +10.9% | -9.5% | -1.7% |
| YTD | +6.1% | +17.9% | -11.7% | +0.9% |
| 1Y | +27.0% | +61.7% | -34.7% | +10.4% |
| 3Y | -25.9% | +183.7% | -209.7% | -45.6% |
| 5Y | -34.6% | +401.3% | -435.9% | -59.4% |
| 10Y | +36.2% | +293.7% | -257.5% | -15.2% |
| All | +221.2% | +1,695.7% | -1,474.5% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling