+72.4%
UBER vs CHD
+41.9%
+30.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -5.4% | -4.5% | -0.9% | -5.4% |
| 30D | -4.9% | -6.7% | +1.8% | -4.9% |
| 3M | +3.0% | -2.7% | +5.8% | +3.1% |
| 6M | -4.4% | -4.9% | +0.5% | -4.4% |
| YTD | -12.3% | +13.3% | -25.6% | -12.1% |
| 1Y | -24.3% | +1.0% | -25.3% | -24.1% |
| 3Y | +46.4% | +1.3% | +45.1% | +46.4% |
| 5Y | +79.7% | +20.8% | +58.8% | +76.8% |
| All | +72.4% | +41.9% | +30.5% | +72.0% |
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