-24.1%
UBER vs CME
+17.3%
-41.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.9% |
| 7D | +1.6% | +3.9% | -2.3% | +1.9% |
| 30D | +0.6% | +11.3% | -10.8% | +1.5% |
| 3M | -8.2% | +19.6% | -27.7% | -6.5% |
| 6M | -6.7% | +8.1% | -14.8% | -5.7% |
| YTD | -14.7% | +20.4% | -35.1% | -12.5% |
| 1Y | -24.1% | +16.5% | -40.6% | -21.9% |
| All | -24.1% | +17.3% | -41.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling