+72.4%
UBER vs CMG
+157.5%
-85.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -4.3% |
| 30D | -4.9% | +10.9% | -15.8% | -10.4% |
| 3M | +3.0% | +15.8% | -12.8% | -7.7% |
| 6M | -4.4% | +6.9% | -11.3% | -11.0% |
| YTD | -12.3% | -2.2% | -10.1% | -14.7% |
| 1Y | -24.3% | -7.1% | -17.2% | -26.3% |
| 3Y | +46.4% | -7.1% | +53.6% | +27.5% |
| 5Y | +79.7% | -4.8% | +84.5% | +47.9% |
| All | +72.4% | +157.5% | -85.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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