+259.3%
UPS vs CRS
+4,041.1%
-3,781.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.3% |
| 7D | +3.8% | +4.8% | -1.0% | +2.8% |
| 30D | +17.4% | -23.2% | +40.5% | +22.4% |
| 3M | +8.2% | -45.5% | +53.7% | +20.3% |
| 6M | +17.9% | -33.1% | +51.1% | +25.6% |
| 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% | -32.9% |
| 5Y | -33.2% | +801.9% | -835.1% | -60.8% |
| 10Y | +44.2% | +820.9% | -776.7% | -23.9% |
| All | +259.3% | +4,041.1% | -3,781.8% | +45.6% |
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