-24.3%
UBER vs CAI
-26.7%
+2.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -4.9% | +9.3% | -14.2% | -6.5% |
| 3M | +3.0% | +35.2% | -32.2% | -2.3% |
| 6M | -4.4% | +30.7% | -35.1% | -9.7% |
| YTD | -12.3% | -9.8% | -2.5% | -13.8% |
| 1Y | -24.3% | -28.9% | +4.5% | -23.4% |
| All | -24.3% | -26.7% | +2.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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