+22.3%
UPS vs CNH
+21.1%
+1.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.0% |
| 7D | -0.6% | +6.4% | -7.0% | -2.0% |
| 30D | +16.4% | -1.6% | +18.1% | +16.6% |
| 3M | +7.9% | +11.6% | -3.6% | +3.9% |
| 6M | +15.8% | +12.5% | +3.3% | +10.5% |
| YTD | +16.6% | +31.1% | -14.5% | +2.0% |
| 1Y | +22.3% | +17.0% | +5.3% | +13.0% |
| All | +22.3% | +21.1% | +1.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling