+75.9%
UBER vs CAH
+481.4%
-405.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.6% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -2.5% | +1.7% | -4.2% | -3.0% |
| 3M | +4.4% | +17.9% | -13.5% | -1.0% |
| 6M | -2.7% | +10.9% | -13.6% | -6.2% |
| YTD | -10.5% | +17.9% | -28.4% | -15.7% |
| 1Y | -22.5% | +61.7% | -84.2% | -35.1% |
| 3Y | +54.8% | +183.7% | -128.9% | +2.8% |
| 5Y | +82.5% | +401.3% | -318.8% | -7.4% |
| All | +75.9% | +481.4% | -405.4% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling