+30.6%
UPS vs CRS
-3.8%
+34.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +8.2% | +4.3% | +3.9% | +7.6% |
| 30D | +22.7% | -25.5% | +48.2% | +26.6% |
| 3M | +6.4% | -48.7% | +55.2% | +17.2% |
| 6M | +22.6% | -31.6% | +54.2% | +27.7% |
| YTD | +20.7% | -7.0% | +27.8% | +21.0% |
| 1Y | +30.6% | -4.5% | +35.1% | +29.9% |
| All | +30.6% | -3.8% | +34.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling