-24.6%
UPS vs CHRW
+83.1%
-107.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -3.5% | -3.5% | 0.0% | -2.6% |
| 3M | -5.7% | -19.4% | +13.7% | -0.6% |
| 6M | -4.4% | -21.4% | +17.0% | +1.2% |
| YTD | +8.0% | -7.1% | +15.2% | +8.6% |
| 1Y | +29.0% | +17.8% | +11.2% | +20.3% |
| All | -24.6% | +83.1% | -107.7% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling