+46.4%
UBER vs CARR
+1.4%
+45.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.7% |
| 7D | -5.4% | -3.8% | -1.6% | -4.2% |
| 30D | -4.9% | -8.9% | +4.0% | -1.9% |
| 3M | +3.0% | -17.3% | +20.4% | +9.1% |
| 6M | -4.4% | -1.4% | -3.0% | -6.7% |
| YTD | -12.3% | +10.0% | -22.3% | -19.5% |
| 1Y | -24.3% | -6.4% | -18.0% | -25.2% |
| 3Y | +46.4% | +1.5% | +44.9% | +31.1% |
| All | +46.4% | +1.4% | +45.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling