+82.5%
UBER vs CPB
-38.5%
+121.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -3.3% |
| 7D | -2.8% | -8.2% | +5.4% | -3.6% |
| 30D | -2.5% | -5.6% | +3.1% | -3.0% |
| 3M | +4.4% | +3.0% | +1.4% | +5.0% |
| 6M | -2.7% | -12.7% | +10.1% | -4.5% |
| YTD | -10.5% | -18.0% | +7.5% | -12.8% |
| 1Y | -22.5% | -31.7% | +9.2% | -26.7% |
| 3Y | +54.8% | -41.0% | +95.8% | +43.6% |
| 5Y | +82.5% | -38.4% | +120.9% | +72.3% |
| All | +82.5% | -38.5% | +121.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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