+87.7%
UBER vs CEG
+703.5%
-615.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | -7.0% | +1.3% | -8.4% | -7.3% |
| 30D | -8.9% | +8.8% | -17.8% | -10.4% |
| 3M | +1.0% | +17.0% | -16.0% | -2.2% |
| 6M | -3.7% | -8.7% | +5.0% | -3.0% |
| YTD | -13.0% | -16.4% | +3.4% | -11.2% |
| 1Y | -25.5% | -1.8% | -23.8% | -27.1% |
| 3Y | +50.5% | +175.8% | -125.3% | +5.5% |
| All | +87.7% | +703.5% | -615.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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