-17.6%
UBER vs CHD
+7.1%
-24.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.9% | -2.7% | -1.2% | -4.0% |
| 30D | +11.1% | -4.6% | +15.7% | +10.8% |
| 3M | +4.9% | +5.0% | -0.1% | +6.1% |
| 6M | -1.2% | -3.2% | +2.1% | -2.9% |
| YTD | -7.3% | +18.6% | -25.9% | -2.0% |
| 1Y | -17.6% | +4.8% | -22.5% | -19.4% |
| All | -17.6% | +7.1% | -24.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling