+71.0%
UBER vs CNI
+51.3%
+19.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.3% |
| 7D | -7.0% | +0.9% | -7.9% | -7.6% |
| 30D | -8.9% | -2.1% | -6.8% | -7.6% |
| 3M | +1.0% | +1.8% | -0.8% | -0.7% |
| 6M | -3.7% | +14.8% | -18.5% | -14.0% |
| YTD | -13.0% | +25.4% | -38.4% | -27.8% |
| 1Y | -25.5% | +32.9% | -58.5% | -41.1% |
| 3Y | +50.5% | +20.2% | +30.3% | +25.9% |
| 5Y | +76.2% | +12.2% | +64.0% | +52.8% |
| All | +71.0% | +51.3% | +19.6% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling