+36.4%
UPS vs CHD
+126.1%
-89.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.0% | -4.5% | +2.5% | -0.6% |
| 30D | -2.0% | -6.7% | +4.8% | +0.1% |
| 3M | -6.2% | -2.7% | -3.5% | -5.6% |
| 6M | +2.8% | -4.9% | +7.7% | +4.0% |
| YTD | +5.9% | +13.3% | -7.4% | +1.5% |
| 1Y | +26.2% | +1.0% | +25.2% | +25.1% |
| 3Y | -26.0% | +1.3% | -27.3% | -27.6% |
| 5Y | -34.3% | +20.8% | -55.1% | -40.4% |
| All | +36.4% | +126.1% | -89.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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