+75.9%
UBER vs CMS
+56.7%
+19.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -2.5% | -3.2% | +0.6% | -2.1% |
| 3M | +4.4% | -2.2% | +6.6% | +4.8% |
| 6M | -2.7% | -9.4% | +6.8% | -1.3% |
| YTD | -10.5% | +0.7% | -11.2% | -10.9% |
| 1Y | -22.5% | +0.4% | -22.9% | -22.8% |
| 3Y | +54.8% | +35.2% | +19.6% | +45.3% |
| 5Y | +82.5% | +24.1% | +58.4% | +72.3% |
| All | +75.9% | +56.7% | +19.2% | +66.8% |
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