+82.2%
UBER vs COR
+429.7%
-347.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -3.9% | +2.8% | -6.7% | -4.5% |
| 30D | +11.1% | +4.5% | +6.6% | +10.0% |
| 3M | +4.9% | +22.7% | -17.8% | 0.0% |
| 6M | -1.2% | -9.7% | +8.6% | +1.1% |
| YTD | -7.3% | -1.4% | -5.9% | -7.7% |
| 1Y | -17.6% | +13.9% | -31.6% | -22.0% |
| 3Y | +61.1% | +94.0% | -32.9% | +22.6% |
| 5Y | +87.9% | +184.0% | -96.1% | +17.9% |
| All | +82.2% | +429.7% | -347.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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