+68.5%
UBER vs CI
+115.9%
-47.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.4% |
| 7D | +5.2% | +2.6% | +2.6% | +4.3% |
| 30D | -2.0% | +7.3% | -9.4% | -4.4% |
| 3M | -10.2% | +9.5% | -19.7% | -13.1% |
| 6M | -7.2% | +6.4% | -13.6% | -9.7% |
| YTD | -14.3% | +12.0% | -26.3% | -18.5% |
| 1Y | -25.6% | +20.1% | -45.6% | -31.0% |
| 3Y | +35.8% | +9.6% | +26.2% | +22.6% |
| 5Y | +61.5% | +52.7% | +8.8% | +18.6% |
| All | +68.5% | +115.9% | -47.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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