-34.6%
UPS vs CHRW
+90.3%
-124.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.3% |
| 7D | -2.1% | +1.9% | -4.1% | -2.8% |
| 30D | -2.3% | +0.9% | -3.2% | -2.7% |
| 3M | -5.2% | -19.9% | +14.7% | +1.2% |
| 6M | +1.4% | -15.8% | +17.2% | +6.1% |
| YTD | +6.1% | -5.6% | +11.7% | +5.8% |
| 1Y | +27.0% | +21.0% | +6.0% | +14.2% |
| 3Y | -25.9% | +86.0% | -112.0% | -45.1% |
| 5Y | -34.6% | +88.6% | -123.2% | -53.1% |
| All | -34.6% | +90.3% | -124.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling