+82.5%
UBER vs CP
+34.0%
+48.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -2.8% | +2.4% | -5.2% | -4.0% |
| 30D | -2.5% | -0.5% | -2.0% | -2.4% |
| 3M | +4.4% | +1.4% | +3.0% | +3.3% |
| 6M | -2.7% | +10.3% | -13.0% | -8.3% |
| YTD | -10.5% | +24.3% | -34.8% | -21.6% |
| 1Y | -22.5% | +20.4% | -42.9% | -31.0% |
| 3Y | +54.8% | +21.8% | +33.0% | +34.2% |
| 5Y | +82.5% | +31.5% | +51.0% | +49.1% |
| All | +82.5% | +34.0% | +48.5% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling