+82.2%
UBER vs CFG
+170.1%
-87.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.9% | +1.5% | -5.4% | -4.6% |
| 30D | +11.1% | -3.8% | +14.9% | +12.9% |
| 3M | +4.9% | +11.5% | -6.6% | -0.8% |
| 6M | -1.2% | +19.2% | -20.4% | -9.7% |
| YTD | -7.3% | +23.7% | -31.0% | -17.2% |
| 1Y | -17.6% | +38.8% | -56.5% | -30.8% |
| 3Y | +61.1% | +178.9% | -117.8% | -8.0% |
| 5Y | +87.9% | +101.8% | -13.9% | +23.1% |
| All | +82.2% | +170.1% | -87.8% | -18.1% |
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