-23.0%
UBER vs CNH
+20.2%
-43.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.2% |
| 7D | -4.5% | -2.5% | -2.0% | -4.3% |
| 30D | -7.6% | +27.0% | -34.6% | -8.8% |
| 3M | +5.8% | +32.6% | -26.9% | +4.1% |
| 6M | +0.3% | +23.6% | -23.3% | -1.7% |
| YTD | -11.2% | +47.8% | -59.0% | -15.3% |
| 1Y | -23.0% | +21.3% | -44.2% | -23.7% |
| All | -23.0% | +20.2% | -43.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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