+227.0%
UPS vs CHD
+2,785.6%
-2,558.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -3.5% | -4.6% | +1.1% | -2.4% |
| 3M | -5.7% | +5.0% | -10.7% | -7.1% |
| 6M | -4.4% | -3.2% | -1.2% | -3.8% |
| YTD | +8.0% | +18.6% | -10.6% | +3.0% |
| 1Y | +29.0% | +4.8% | +24.2% | +26.8% |
| 3Y | -27.7% | +6.1% | -33.8% | -29.8% |
| 5Y | -34.3% | +24.0% | -58.3% | -39.3% |
| 10Y | +37.8% | +124.5% | -86.7% | +8.7% |
| All | +227.0% | +2,785.6% | -2,558.6% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling