-6.7%
UBER vs CBRS
-68.9%
+62.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +1.0% |
| 7D | +1.6% | +21.2% | -19.6% | +2.0% |
| 30D | +0.6% | -23.2% | +23.7% | 0.0% |
| 3M | -8.2% | -52.9% | +44.8% | -9.7% |
| All | -6.7% | -68.9% | +62.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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