+45.9%
UPS vs CHRW
+128.6%
-82.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.8% | +7.3% | -3.5% | +1.0% |
| 30D | +17.4% | -3.6% | +20.9% | +18.5% |
| 3M | +8.2% | -9.6% | +17.8% | +11.4% |
| 6M | +17.9% | -17.0% | +34.9% | +23.9% |
| YTD | +18.7% | -15.4% | +34.1% | +22.2% |
| 1Y | +24.8% | -10.0% | +34.8% | +25.1% |
| 3Y | -4.5% | +82.2% | -86.7% | -33.6% |
| 5Y | -33.2% | +59.4% | -92.6% | -51.5% |
| All | +45.9% | +128.6% | -82.7% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling