+65.0%
UBER vs CF
+249.4%
-184.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +5.1% | -3.2% | +8.3% | +5.9% |
| 30D | +0.2% | +4.3% | -4.1% | -1.5% |
| 3M | -2.7% | +2.8% | -5.5% | -4.5% |
| 6M | -13.4% | +0.6% | -14.0% | -15.1% |
| YTD | -16.1% | +56.6% | -72.7% | -32.2% |
| 1Y | -25.5% | +49.6% | -75.2% | -39.0% |
| 3Y | +42.5% | +61.5% | -19.0% | +8.7% |
| 5Y | +45.3% | +124.0% | -78.6% | -17.2% |
| All | +65.0% | +249.4% | -184.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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