+71.2%
UBER vs CPB
-22.2%
+93.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +3.7% |
| 7D | +6.7% | +3.3% | +3.4% | +6.9% |
| 30D | -0.5% | +19.0% | -19.5% | +0.9% |
| 3M | -5.1% | +0.4% | -5.6% | -5.2% |
| 6M | -5.7% | +13.0% | -18.6% | -4.5% |
| YTD | -12.9% | -12.7% | -0.2% | -14.3% |
| 1Y | -22.6% | -20.9% | -1.8% | -24.7% |
| 3Y | +42.2% | -35.4% | +77.6% | +35.3% |
| 5Y | +56.4% | -32.3% | +88.7% | +50.6% |
| All | +71.2% | -22.2% | +93.4% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling