+36.2%
UPS vs CNH
+152.9%
-116.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.1% |
| 7D | -2.1% | +8.8% | -10.9% | -4.7% |
| 30D | -2.3% | +24.7% | -27.0% | -9.1% |
| 3M | -5.2% | +27.3% | -32.6% | -12.7% |
| 6M | +1.4% | +23.2% | -21.7% | -6.3% |
| YTD | +6.1% | +48.9% | -42.8% | -7.5% |
| 1Y | +27.0% | +19.4% | +7.6% | +17.9% |
| 3Y | -25.9% | +7.8% | -33.7% | -30.5% |
| 5Y | -34.6% | +8.7% | -43.3% | -40.4% |
| 10Y | +36.2% | +149.5% | -113.4% | -6.8% |
| All | +36.2% | +152.9% | -116.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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