-10.0%
CRM vs UBER
-24.0%
+14.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.9% |
| 7D | -6.2% | +7.0% | -13.2% | -8.0% |
| 30D | -1.2% | +0.6% | -1.7% | -1.3% |
| 3M | +19.1% | -2.9% | +22.1% | +19.5% |
| 6M | +23.0% | -5.5% | +28.5% | +23.6% |
| YTD | -13.7% | -14.5% | +0.8% | -13.2% |
| 1Y | -10.0% | -26.2% | +16.2% | -7.0% |
| All | -10.0% | -24.0% | +14.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UBER.
Daily Out/Under-Performance
Portfolio return minus UBER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UBER 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 1y: compounded portfolio wealth divided by compounded UBER 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…
1y analysis · Full analysis span regression · 6 months rolling