+68.5%
UBER vs CNH
+65.3%
+3.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +0.2% |
| 7D | +5.2% | +4.5% | +0.7% | +3.1% |
| 30D | -2.0% | +7.6% | -9.7% | -5.3% |
| 3M | -10.2% | +17.0% | -27.2% | -17.3% |
| 6M | -7.2% | +12.9% | -20.1% | -14.5% |
| YTD | -14.3% | +34.3% | -48.5% | -28.4% |
| 1Y | -25.6% | +28.5% | -54.1% | -36.8% |
| 3Y | +35.8% | +31.9% | +4.0% | +9.6% |
| 5Y | +61.5% | -9.6% | +71.1% | +50.4% |
| All | +68.5% | +65.3% | +3.2% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling