+33.4%
UBER vs CP
+36.4%
-3.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.6% | +2.1% | -0.5% | +0.7% |
| 30D | +0.6% | +9.3% | -8.7% | -3.2% |
| 3M | -8.2% | +0.5% | -8.6% | -8.4% |
| 6M | -6.7% | +10.4% | -17.1% | -11.2% |
| YTD | -14.7% | +28.7% | -43.4% | -25.2% |
| 1Y | -24.1% | +33.2% | -57.2% | -34.6% |
| 3Y | +33.4% | +38.4% | -5.0% | +17.4% |
| All | +33.4% | +36.4% | -3.0% | +17.4% |
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