+79.8%
UPS vs CNH
+64.7%
+15.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.2% |
| 7D | -2.9% | +23.3% | -26.2% | -8.4% |
| 30D | -3.5% | +33.5% | -37.0% | -11.2% |
| 3M | -5.7% | +32.7% | -38.4% | -13.4% |
| 6M | -4.4% | +22.2% | -26.5% | -10.6% |
| YTD | +8.0% | +57.7% | -49.7% | -6.0% |
| 1Y | +29.0% | +28.0% | +1.1% | +18.5% |
| 3Y | -27.7% | +11.5% | -39.2% | -32.4% |
| 5Y | -34.3% | +11.9% | -46.2% | -40.0% |
| 10Y | +37.8% | +162.8% | -125.0% | -1.2% |
| All | +79.8% | +64.7% | +15.1% | +32.5% |
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