-32.7%
UPS vs CRS
+800.5%
-833.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.3% |
| 7D | +3.8% | +4.8% | -1.0% | +3.0% |
| 30D | +17.4% | -23.2% | +40.5% | +21.6% |
| 3M | +8.2% | -45.5% | +53.7% | +18.7% |
| 6M | +17.9% | -33.1% | +51.1% | +24.5% |
| YTD | +18.7% | -7.2% | +25.9% | +17.8% |
| 1Y | +24.8% | -10.0% | +34.8% | +24.4% |
| 3Y | -4.5% | +332.3% | -336.9% | -31.9% |
| All | -32.7% | +800.5% | -833.2% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling