+71.0%
UBER vs CNC
+16.5%
+54.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -7.0% | -4.9% | -2.2% | -6.1% |
| 30D | -8.9% | -3.8% | -5.1% | -8.3% |
| 3M | +1.0% | -3.2% | +4.2% | +1.2% |
| 6M | -3.7% | +47.9% | -51.6% | -12.0% |
| YTD | -13.0% | +55.7% | -68.7% | -21.6% |
| 1Y | -25.5% | +106.2% | -131.8% | -37.5% |
| 3Y | +50.5% | -2.1% | +52.5% | +41.2% |
| 5Y | +76.2% | +3.4% | +72.8% | +57.4% |
| All | +71.0% | +16.5% | +54.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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