-26.2%
UBER vs CHRW
-10.6%
-15.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +7.0% | +4.9% | +2.2% | +6.6% |
| 30D | +0.6% | -4.8% | +5.4% | +0.8% |
| 3M | -2.9% | -13.1% | +10.2% | -2.1% |
| 6M | -5.5% | -16.3% | +10.9% | -4.7% |
| YTD | -14.5% | -15.8% | +1.3% | -11.6% |
| 1Y | -26.2% | -11.1% | -15.1% | -24.7% |
| All | -26.2% | -10.6% | -15.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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