+82.5%
UBER vs CFG
+100.9%
-18.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | -2.8% | +2.7% | -5.5% | -3.8% |
| 30D | -2.5% | -3.7% | +1.2% | -1.2% |
| 3M | +4.4% | +9.5% | -5.1% | +0.3% |
| 6M | -2.7% | +22.2% | -24.9% | -10.7% |
| YTD | -10.5% | +22.3% | -32.8% | -18.3% |
| 1Y | -22.5% | +39.4% | -61.9% | -33.3% |
| 3Y | +54.8% | +188.5% | -133.7% | -6.3% |
| 5Y | +82.5% | +101.5% | -19.0% | +43.4% |
| All | +82.5% | +100.9% | -18.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling