+76.2%
UBER vs CAG
-41.8%
+117.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.9% |
| 7D | -7.0% | -6.6% | -0.4% | -7.5% |
| 30D | -8.9% | +2.3% | -11.2% | -8.7% |
| 3M | +1.0% | +16.3% | -15.3% | +2.8% |
| 6M | -3.7% | -16.0% | +12.3% | -5.9% |
| YTD | -13.0% | -7.7% | -5.3% | -13.9% |
| 1Y | -25.5% | -16.0% | -9.5% | -26.9% |
| 3Y | +50.5% | -37.7% | +88.2% | +43.7% |
| 5Y | +76.2% | -41.2% | +117.4% | +69.6% |
| All | +76.2% | -41.8% | +117.9% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling