+82.2%
UBER vs CHRW
+112.5%
-30.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | +11.1% | -3.5% | +14.6% | +12.0% |
| 3M | +4.9% | -19.4% | +24.3% | +10.1% |
| 6M | -1.2% | -21.4% | +20.2% | +4.0% |
| YTD | -7.3% | -7.1% | -0.1% | -7.8% |
| 1Y | -17.6% | +17.8% | -35.5% | -24.6% |
| 3Y | +61.1% | +78.8% | -17.7% | +26.0% |
| 5Y | +87.9% | +83.5% | +4.4% | +41.6% |
| All | +82.2% | +112.5% | -30.3% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling