+246.9%
UBER vs CARR
+425.9%
-179.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.1% |
| 7D | -7.0% | +0.6% | -7.7% | -7.2% |
| 30D | -8.9% | -8.7% | -0.3% | -6.0% |
| 3M | +1.0% | -18.4% | +19.4% | +7.7% |
| 6M | -3.7% | -0.6% | -3.1% | -5.5% |
| YTD | -13.0% | +10.9% | -23.9% | -18.8% |
| 1Y | -25.5% | -7.3% | -18.2% | -25.7% |
| 3Y | +50.5% | +2.9% | +47.6% | +41.8% |
| 5Y | +76.2% | +9.6% | +66.5% | +54.8% |
| All | +246.9% | +425.9% | -179.0% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling