+72.4%
UBER vs CRH
+232.8%
-160.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -5.4% | -6.1% | +0.7% | -1.8% |
| 30D | -4.9% | -9.3% | +4.4% | +0.8% |
| 3M | +3.0% | -15.2% | +18.2% | +13.4% |
| 6M | -4.4% | -14.2% | +9.8% | +3.3% |
| YTD | -12.3% | -28.3% | +16.0% | +4.7% |
| 1Y | -24.3% | -21.8% | -2.5% | -15.0% |
| 3Y | +46.4% | +71.6% | -25.2% | -7.3% |
| 5Y | +79.7% | +96.6% | -16.9% | +1.2% |
| All | +72.4% | +232.8% | -160.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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