+220.6%
UPS vs CRH
+1,047.2%
-826.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.0% | -6.1% | +4.1% | -0.6% |
| 30D | -2.0% | -9.3% | +7.3% | +0.2% |
| 3M | -6.2% | -15.2% | +9.0% | -2.8% |
| 6M | +2.8% | -14.2% | +17.0% | +6.2% |
| YTD | +5.9% | -28.3% | +34.1% | +13.8% |
| 1Y | +26.2% | -21.8% | +48.0% | +32.8% |
| 3Y | -26.0% | +71.6% | -97.6% | -35.5% |
| 5Y | -34.3% | +96.6% | -130.9% | -44.9% |
| 10Y | +37.5% | +253.8% | -216.3% | -0.2% |
| All | +220.6% | +1,047.2% | -826.6% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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