+65.0%
UBER vs CMS
+58.9%
+6.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +0.2% | +7.2% | -7.0% | -0.8% |
| 3M | -2.7% | -1.3% | -1.4% | -2.5% |
| 6M | -13.4% | -4.3% | -9.0% | -12.8% |
| YTD | -16.1% | +2.1% | -18.1% | -16.6% |
| 1Y | -25.5% | -0.6% | -25.0% | -25.7% |
| 3Y | +42.5% | +38.0% | +4.4% | +33.3% |
| 5Y | +45.3% | +33.6% | +11.7% | +35.1% |
| All | +65.0% | +58.9% | +6.1% | +56.1% |
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