+36.1%
UPS vs CHRW
+170.5%
-134.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -3.7% | +4.1% | -7.7% | -5.2% |
| 30D | -3.7% | +1.9% | -5.6% | -4.6% |
| 3M | -6.6% | -21.2% | +14.6% | +1.6% |
| 6M | +2.6% | -16.7% | +19.2% | +8.6% |
| YTD | +4.8% | -5.4% | +10.1% | +4.1% |
| 1Y | +25.3% | +21.2% | +4.1% | +10.3% |
| 3Y | -26.9% | +86.5% | -113.3% | -48.7% |
| 5Y | -33.5% | +93.0% | -126.5% | -55.3% |
| 10Y | +36.1% | +174.5% | -138.4% | -25.3% |
| All | +36.1% | +170.5% | -134.5% | -25.3% |
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 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