+227.0%
UPS vs CHRW
+3,343.5%
-3,116.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | -3.5% | -3.5% | 0.0% | -2.4% |
| 3M | -5.7% | -19.4% | +13.7% | +0.6% |
| 6M | -4.4% | -21.4% | +17.0% | +2.6% |
| YTD | +8.0% | -7.1% | +15.2% | +8.6% |
| 1Y | +29.0% | +17.8% | +11.2% | +18.0% |
| 3Y | -27.7% | +78.8% | -106.5% | -44.2% |
| 5Y | -34.3% | +83.5% | -117.9% | -50.3% |
| 10Y | +37.8% | +160.2% | -122.5% | -8.7% |
| All | +227.0% | +3,343.5% | -3,116.5% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling