+54.6%
CRM vs UBER
+72.8%
-18.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -8.1% | -4.5% | -3.6% | -6.8% |
| 30D | +23.1% | -7.6% | +30.7% | +25.9% |
| 3M | +42.5% | +5.8% | +36.8% | +39.4% |
| 6M | +25.3% | +0.3% | +25.0% | +24.1% |
| YTD | -7.8% | -11.2% | +3.4% | -5.4% |
| 1Y | +1.0% | -23.0% | +24.0% | +7.8% |
| 3Y | +10.0% | +53.6% | -43.6% | -8.9% |
| 5Y | -3.9% | +81.9% | -85.8% | -29.1% |
| All | +54.6% | +72.8% | -18.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling