+67.6%
UBER vs CMS
+61.7%
+6.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +0.6% | +6.2% | -5.6% | -0.3% |
| 3M | -8.2% | +0.6% | -8.8% | -8.3% |
| 6M | -6.7% | -1.8% | -4.9% | -6.5% |
| YTD | -14.7% | +3.8% | -18.6% | -15.5% |
| 1Y | -24.1% | -1.8% | -22.3% | -24.0% |
| 3Y | +33.4% | +39.8% | -6.4% | +24.6% |
| 5Y | +54.5% | +37.1% | +17.3% | +42.9% |
| All | +67.6% | +61.7% | +6.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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