-23.0%
UBER vs CAG
-17.7%
-5.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.0% |
| 7D | -4.5% | -5.9% | +1.4% | -4.7% |
| 30D | -7.6% | -1.5% | -6.1% | -7.5% |
| 3M | +5.8% | +11.5% | -5.7% | +7.9% |
| 6M | +0.3% | -15.7% | +16.0% | -5.1% |
| YTD | -11.2% | -10.2% | -1.0% | -14.6% |
| 1Y | -23.0% | -18.1% | -4.9% | -28.9% |
| All | -23.0% | -17.7% | -5.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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