+74.5%
UBER vs CHRW
+119.4%
-44.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | -4.5% | +4.4% | -8.8% | -5.6% |
| 30D | -7.6% | +5.5% | -13.1% | -9.0% |
| 3M | +5.8% | -17.3% | +23.0% | +10.2% |
| 6M | +0.3% | -12.7% | +12.9% | +2.4% |
| YTD | -11.2% | -4.1% | -7.1% | -12.5% |
| 1Y | -23.0% | +21.2% | -44.2% | -30.0% |
| 3Y | +53.6% | +88.9% | -35.3% | +18.1% |
| 5Y | +81.9% | +93.1% | -11.2% | +34.9% |
| All | +74.5% | +119.4% | -44.8% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling