+54.8%
UBER vs CNH
+7.5%
+47.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -2.1% |
| 7D | -2.8% | +8.8% | -11.6% | -4.9% |
| 30D | -2.5% | +24.7% | -27.2% | -8.2% |
| 3M | +4.4% | +27.3% | -23.0% | -2.6% |
| 6M | -2.7% | +23.2% | -25.8% | -9.0% |
| YTD | -10.5% | +48.9% | -59.4% | -22.5% |
| 1Y | -22.5% | +19.4% | -41.9% | -27.4% |
| 3Y | +54.8% | +7.8% | +47.1% | +45.6% |
| All | +54.8% | +7.5% | +47.3% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling