+46.4%
UBER vs CMI
+150.2%
-103.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -4.9% | -12.4% | +7.5% | -1.4% |
| 3M | +3.0% | -14.8% | +17.8% | +6.3% |
| 6M | -4.4% | +0.8% | -5.2% | -8.3% |
| YTD | -12.3% | +10.2% | -22.5% | -20.7% |
| 1Y | -24.3% | +37.4% | -61.7% | -39.3% |
| 3Y | +46.4% | +153.3% | -106.8% | -17.3% |
| All | +46.4% | +150.2% | -103.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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