+71.2%
UBER vs CMS
+59.8%
+11.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.7% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | -0.5% | +7.1% | -7.5% | -1.5% |
| 3M | -5.1% | -1.3% | -3.8% | -5.0% |
| 6M | -5.7% | -2.7% | -3.0% | -5.3% |
| YTD | -12.9% | +2.6% | -15.5% | -13.5% |
| 1Y | -22.6% | -2.0% | -20.6% | -22.6% |
| 3Y | +42.2% | +39.6% | +2.6% | +32.8% |
| 5Y | +56.4% | +35.3% | +21.0% | +45.0% |
| All | +71.2% | +59.8% | +11.5% | +61.8% |
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