-6.3%
UPS vs CHD
+29.4%
-35.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +16.4% | +11.6% | +4.9% | +13.7% |
| 3M | +7.9% | +10.7% | -2.8% | +5.5% |
| 6M | +15.8% | +20.2% | -4.4% | +10.9% |
| YTD | +16.6% | +34.5% | -17.9% | +9.3% |
| 1Y | +22.3% | +32.6% | -10.3% | +15.0% |
| All | -6.3% | +29.4% | -35.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling