-34.5%
UPS vs CNH
-14.7%
-19.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -3.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | +17.3% | -7.2% | +24.6% | +19.7% |
| 3M | +6.6% | +6.5% | +0.1% | +3.2% |
| 6M | +12.0% | +7.9% | +4.1% | +7.1% |
| YTD | +14.4% | +26.6% | -12.2% | +3.2% |
| 1Y | +23.3% | +13.8% | +9.5% | +15.0% |
| 3Y | -9.6% | +9.2% | -18.8% | -16.3% |
| All | -34.5% | -14.7% | -19.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling