+82.5%
UBER vs CNH
+7.1%
+75.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -1.5% |
| 7D | -2.8% | +8.8% | -11.6% | -5.8% |
| 30D | -2.5% | +24.7% | -27.2% | -10.4% |
| 3M | +4.4% | +27.3% | -23.0% | -5.4% |
| 6M | -2.7% | +23.2% | -25.8% | -11.7% |
| YTD | -10.5% | +48.9% | -59.4% | -25.9% |
| 1Y | -22.5% | +19.4% | -41.9% | -29.7% |
| 3Y | +54.8% | +7.8% | +47.1% | +42.6% |
| 5Y | +82.5% | +8.7% | +73.8% | +60.5% |
| All | +82.5% | +7.1% | +75.4% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling