+67.6%
UBER vs CHD
+70.8%
-3.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +1.6% | +3.6% | -2.0% | +1.5% |
| 30D | +0.6% | +10.4% | -9.8% | +0.5% |
| 3M | -8.2% | +12.2% | -20.3% | -8.3% |
| 6M | -6.7% | +19.9% | -26.6% | -6.8% |
| YTD | -14.7% | +36.4% | -51.1% | -14.7% |
| 1Y | -24.1% | +35.1% | -59.2% | -24.0% |
| 3Y | +33.4% | +29.2% | +4.2% | +33.1% |
| 5Y | +54.5% | +33.4% | +21.1% | +52.0% |
| All | +67.6% | +70.8% | -3.1% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling