-35.0%
UPS vs CHD
+21.3%
-56.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -3.7% | -4.2% | +0.5% | -2.6% |
| 30D | -3.7% | -7.6% | +3.8% | -1.8% |
| 3M | -6.6% | -1.6% | -5.0% | -6.3% |
| 6M | +2.6% | -6.3% | +8.9% | +4.1% |
| YTD | +4.8% | +14.6% | -9.8% | +0.9% |
| 1Y | +25.3% | +1.6% | +23.7% | +24.3% |
| 3Y | -26.9% | +3.1% | -30.0% | -28.4% |
| All | -35.0% | +21.3% | -56.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling