+90.4%
UPS vs CNH
+32.2%
+58.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -3.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | +17.3% | -7.2% | +24.6% | +19.4% |
| 3M | +6.6% | +6.5% | +0.1% | +3.8% |
| 6M | +12.0% | +7.9% | +4.1% | +7.9% |
| YTD | +14.4% | +26.6% | -12.2% | +5.1% |
| 1Y | +23.3% | +13.8% | +9.5% | +16.4% |
| 3Y | -9.6% | +9.2% | -18.8% | -15.1% |
| 5Y | -34.1% | -15.6% | -18.5% | -35.3% |
| 10Y | +49.5% | +119.2% | -69.7% | +12.6% |
| All | +90.4% | +32.2% | +58.2% | +48.2% |
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 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