+44.3%
UPS vs CHRW
+131.8%
-87.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.2% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +17.9% | -4.3% | +22.2% | +19.5% |
| 3M | +9.4% | -7.4% | +16.8% | +11.6% |
| 6M | +16.2% | -20.7% | +36.9% | +24.3% |
| YTD | +18.8% | -15.9% | +34.6% | +22.5% |
| 1Y | +26.1% | -9.9% | +36.0% | +26.3% |
| 3Y | -4.5% | +79.0% | -83.4% | -33.0% |
| 5Y | -33.2% | +61.3% | -94.5% | -51.9% |
| 10Y | +44.3% | +128.5% | -84.2% | -15.2% |
| All | +44.3% | +131.8% | -87.5% | -15.2% |
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