+81.9%
UBER vs CAH
+392.8%
-310.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.4% |
| 7D | -4.5% | -5.1% | +0.6% | -3.6% |
| 30D | -7.6% | -1.8% | -5.8% | -7.3% |
| 3M | +5.8% | +9.4% | -3.6% | +4.1% |
| 6M | +0.3% | +9.2% | -9.0% | -1.4% |
| YTD | -11.2% | +15.7% | -26.9% | -13.8% |
| 1Y | -23.0% | +59.7% | -82.7% | -30.4% |
| 3Y | +53.6% | +178.5% | -124.9% | +19.2% |
| 5Y | +81.9% | +398.3% | -316.4% | +1.7% |
| All | +81.9% | +392.8% | -310.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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