+54.8%
UBER vs CME
+52.8%
+2.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.5% |
| 7D | -2.8% | -2.9% | +0.1% | -3.0% |
| 30D | -2.5% | +5.5% | -8.0% | -2.2% |
| 3M | +4.4% | +11.0% | -6.6% | +5.1% |
| 6M | -2.7% | -9.7% | +7.0% | -2.5% |
| YTD | -10.5% | +4.9% | -15.4% | -10.1% |
| 1Y | -22.5% | +10.1% | -32.6% | -22.1% |
| 3Y | +54.8% | +53.5% | +1.3% | +41.3% |
| All | +54.8% | +52.8% | +2.0% | +41.3% |
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