+82.2%
UBER vs CME
+105.6%
-23.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -3.9% | -1.6% | -2.3% | -3.3% |
| 30D | +11.1% | +6.2% | +4.9% | +8.1% |
| 3M | +4.9% | +10.4% | -5.5% | -0.2% |
| 6M | -1.2% | -9.5% | +8.4% | +2.4% |
| YTD | -7.3% | +6.0% | -13.3% | -11.3% |
| 1Y | -17.6% | +9.3% | -26.9% | -22.7% |
| 3Y | +61.1% | +57.7% | +3.4% | +20.9% |
| 5Y | +87.9% | +77.7% | +10.2% | +28.8% |
| All | +82.2% | +105.6% | -23.3% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling