+71.0%
UBER vs CMI
+304.6%
-233.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -8.9% | -12.3% | +3.4% | -3.6% |
| 3M | +1.0% | -16.8% | +17.8% | +7.7% |
| 6M | -3.7% | +1.5% | -5.3% | -8.1% |
| YTD | -13.0% | +9.8% | -22.8% | -21.5% |
| 1Y | -25.5% | +42.6% | -68.1% | -42.2% |
| 3Y | +50.5% | +151.0% | -100.5% | -16.5% |
| 5Y | +76.2% | +167.0% | -90.9% | -7.7% |
| All | +71.0% | +304.6% | -233.6% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling