+254.7%
UPS vs CHD
+3,159.2%
-2,904.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.0% |
| 7D | +1.1% | +0.8% | +0.4% | +1.0% |
| 30D | +17.3% | +13.5% | +3.9% | +13.6% |
| 3M | +7.9% | +8.1% | -0.3% | +5.7% |
| 6M | +13.7% | +19.9% | -6.1% | +8.2% |
| YTD | +17.2% | +34.0% | -16.8% | +8.3% |
| 1Y | +23.2% | +29.8% | -6.6% | +14.8% |
| 3Y | -5.9% | +28.7% | -34.6% | -12.9% |
| 5Y | -33.1% | +31.8% | -64.8% | -39.1% |
| 10Y | +44.3% | +178.2% | -133.8% | +8.1% |
| All | +254.7% | +3,159.2% | -2,904.5% | +69.9% |
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