-4.5%
UPS vs CNH
+29.5%
-34.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +3.8% | +3.0% | +0.8% | +2.7% |
| 30D | +17.4% | -0.6% | +17.9% | +17.2% |
| 3M | +8.2% | +14.6% | -6.4% | +2.3% |
| 6M | +17.9% | +11.8% | +6.2% | +11.4% |
| YTD | +18.7% | +30.4% | -11.7% | +5.4% |
| 1Y | +24.8% | +19.1% | +5.8% | +14.3% |
| 3Y | -4.5% | +30.2% | -34.7% | -16.2% |
| All | -4.5% | +29.5% | -34.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling