-26.8%
UPS vs CRS
+636.8%
-663.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -3.7% | -0.5% | -3.1% | -3.6% |
| 30D | -3.7% | -18.1% | +14.4% | -1.2% |
| 3M | -6.6% | -12.4% | +5.9% | -5.1% |
| 6M | +2.6% | +15.9% | -13.4% | +0.2% |
| YTD | +4.8% | +45.8% | -41.0% | -0.4% |
| 1Y | +25.3% | +87.8% | -62.5% | +14.9% |
| All | -26.8% | +636.8% | -663.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling