+30.6%
UPS vs CHRW
-10.6%
+41.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +8.2% | +4.9% | +3.3% | +6.9% |
| 30D | +22.7% | -4.8% | +27.5% | +23.9% |
| 3M | +6.4% | -13.1% | +19.6% | +9.8% |
| 6M | +22.6% | -16.3% | +39.0% | +26.1% |
| YTD | +20.7% | -15.8% | +36.5% | +22.2% |
| 1Y | +30.6% | -11.1% | +41.8% | +30.3% |
| All | +30.6% | -10.6% | +41.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling