+75.9%
UBER vs CMG
+162.9%
-87.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.0% |
| 30D | -2.5% | +12.7% | -15.2% | -9.1% |
| 3M | +4.4% | +26.3% | -21.9% | -11.1% |
| 6M | -2.7% | +4.5% | -7.2% | -8.1% |
| YTD | -10.5% | -0.1% | -10.4% | -14.0% |
| 1Y | -22.5% | -6.8% | -15.7% | -24.5% |
| 3Y | +54.8% | -5.0% | +59.8% | +33.0% |
| 5Y | +82.5% | -3.0% | +85.5% | +48.8% |
| All | +75.9% | +162.9% | -87.0% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling