+35.8%
UBER vs CME
+61.8%
-26.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.5% |
| 7D | +5.2% | +1.7% | +3.5% | +5.3% |
| 30D | -2.0% | +10.2% | -12.2% | -1.4% |
| 3M | -10.2% | +17.8% | -28.0% | -9.2% |
| 6M | -7.2% | +11.0% | -18.1% | -6.2% |
| YTD | -14.3% | +17.0% | -31.3% | -13.1% |
| 1Y | -25.6% | +15.8% | -41.4% | -24.6% |
| 3Y | +35.8% | +61.8% | -26.0% | +33.2% |
| All | +35.8% | +61.8% | -26.0% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling