+67.6%
UBER vs CI
+111.5%
-43.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +0.6% | +2.6% | -2.0% | -0.3% |
| 3M | -8.2% | +7.4% | -15.6% | -10.5% |
| 6M | -6.7% | -0.1% | -6.6% | -7.2% |
| YTD | -14.7% | +9.7% | -24.4% | -18.3% |
| 1Y | -24.1% | +12.1% | -36.2% | -27.9% |
| 3Y | +33.4% | +7.0% | +26.4% | +21.4% |
| 5Y | +54.5% | +49.7% | +4.8% | +14.2% |
| All | +67.6% | +111.5% | -43.8% | +1.6% |
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