+95.0%
UPS vs CNH
+46.6%
+48.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -0.4% |
| 7D | +1.1% | +8.6% | -7.4% | -1.2% |
| 30D | +17.3% | +12.6% | +4.8% | +13.4% |
| 3M | +7.9% | +17.5% | -9.6% | +2.2% |
| 6M | +13.7% | +18.1% | -4.4% | +6.9% |
| YTD | +17.2% | +40.4% | -23.2% | +4.6% |
| 1Y | +23.2% | +34.0% | -10.8% | +11.4% |
| 3Y | -5.9% | +35.3% | -41.2% | -16.3% |
| 5Y | -33.1% | -5.1% | -28.0% | -36.3% |
| 10Y | +44.3% | +124.0% | -79.7% | +7.1% |
| All | +95.0% | +46.6% | +48.4% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling