+227.0%
UPS vs CRS
+6,647.5%
-6,420.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.5% | -16.6% | +13.1% | -0.2% |
| 3M | -5.7% | -3.5% | -2.2% | -5.4% |
| 6M | -4.4% | +15.4% | -19.8% | -7.7% |
| YTD | +8.0% | +51.2% | -43.2% | -1.5% |
| 1Y | +29.0% | +98.3% | -69.3% | +10.7% |
| 3Y | -27.7% | +651.5% | -679.3% | -54.0% |
| 5Y | -34.3% | +1,411.1% | -1,445.5% | -64.9% |
| 10Y | +37.8% | +1,424.3% | -1,386.6% | -33.8% |
| All | +227.0% | +6,647.5% | -6,420.5% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling