+78.9%
UBER vs CNI
+12.6%
+66.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | -4.9% | -2.7% | -2.2% | -3.4% |
| 3M | +3.0% | +3.9% | -0.9% | +0.3% |
| 6M | -4.4% | +16.4% | -20.8% | -13.8% |
| YTD | -12.3% | +25.8% | -38.1% | -25.3% |
| 1Y | -24.3% | +32.4% | -56.7% | -37.9% |
| 3Y | +46.4% | +19.1% | +27.4% | +26.8% |
| All | +78.9% | +12.6% | +66.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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