+82.2%
UBER vs CHD
+48.5%
+33.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.9% | -2.7% | -1.2% | -3.9% |
| 30D | +11.1% | -4.6% | +15.7% | +11.1% |
| 3M | +4.9% | +5.0% | -0.1% | +5.0% |
| 6M | -1.2% | -3.2% | +2.1% | -1.2% |
| YTD | -7.3% | +18.6% | -25.9% | -7.1% |
| 1Y | -17.6% | +4.8% | -22.5% | -17.4% |
| 3Y | +61.1% | +6.1% | +54.9% | +61.0% |
| 5Y | +87.9% | +24.0% | +63.9% | +84.9% |
| All | +82.2% | +48.5% | +33.7% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling