+74.5%
UBER vs CFG
+165.7%
-91.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -4.5% | -1.7% | -2.8% | -3.7% |
| 30D | -7.6% | -4.6% | -3.0% | -5.7% |
| 3M | +5.8% | +7.9% | -2.1% | +1.6% |
| 6M | +0.3% | +19.9% | -19.6% | -8.6% |
| YTD | -11.2% | +21.7% | -32.9% | -20.1% |
| 1Y | -23.0% | +38.4% | -61.4% | -35.2% |
| 3Y | +53.6% | +187.0% | -133.4% | -13.5% |
| 5Y | +81.9% | +99.5% | -17.6% | +19.8% |
| All | +74.5% | +165.7% | -91.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling