+63.7%
UBER vs CP
+19.6%
+44.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.9% | -2.7% | -1.2% | -2.8% |
| 30D | +11.1% | +0.2% | +11.0% | +10.9% |
| 3M | +4.9% | +2.6% | +2.3% | +3.5% |
| 6M | -1.2% | +6.0% | -7.1% | -4.3% |
| YTD | -7.3% | +24.9% | -32.2% | -17.6% |
| 1Y | -17.6% | +20.1% | -37.7% | -25.4% |
| All | +63.7% | +19.6% | +44.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling