+70.0%
UBER vs CMS
+59.9%
+10.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | -1.1% | +6.6% | -7.7% | -2.1% |
| 3M | -10.0% | +0.8% | -10.8% | -10.1% |
| 6M | -7.2% | -3.3% | -3.9% | -6.8% |
| YTD | -13.5% | +2.7% | -16.2% | -14.1% |
| 1Y | -24.5% | -4.0% | -20.5% | -24.2% |
| 3Y | +37.0% | +37.6% | -0.6% | +28.3% |
| 5Y | +63.3% | +35.4% | +27.9% | +51.4% |
| All | +70.0% | +59.9% | +10.1% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling