+71.2%
UBER vs CFG
+150.4%
-79.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.8% | +2.4% |
| 7D | +6.7% | +0.3% | +6.4% | +6.6% |
| 30D | -0.5% | +3.2% | -3.7% | -1.9% |
| 3M | -5.1% | -9.7% | +4.6% | -0.8% |
| 6M | -5.7% | +3.6% | -9.3% | -8.0% |
| YTD | -12.9% | +14.7% | -27.6% | -19.5% |
| 1Y | -22.6% | +29.6% | -52.2% | -32.7% |
| 3Y | +42.2% | +190.6% | -148.4% | -20.4% |
| 5Y | +56.4% | +67.1% | -10.7% | +13.0% |
| All | +71.2% | +150.4% | -79.2% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling