+78.9%
UBER vs CMG
-4.8%
+83.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.4% | -2.1% | -3.3% | -4.6% |
| 30D | -4.9% | +10.9% | -15.8% | -9.0% |
| 3M | +3.0% | +15.8% | -12.8% | -5.2% |
| 6M | -4.4% | +6.9% | -11.3% | -9.2% |
| YTD | -12.3% | -2.2% | -10.1% | -13.8% |
| 1Y | -24.3% | -7.1% | -17.2% | -25.4% |
| 3Y | +46.4% | -7.1% | +53.6% | +26.7% |
| All | +78.9% | -4.8% | +83.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling