+28.5%
UBER vs CPNG
-75.9%
+104.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | -3.9% | -7.4% | +3.6% | -1.4% |
| 30D | +11.1% | -4.4% | +15.6% | +12.8% |
| 3M | +4.9% | -7.5% | +12.4% | +6.5% |
| 6M | -1.2% | -19.9% | +18.8% | +3.8% |
| YTD | -7.3% | -35.2% | +27.9% | +4.0% |
| 1Y | -17.6% | -46.8% | +29.1% | -1.1% |
| 3Y | +61.1% | -20.2% | +81.2% | +60.5% |
| 5Y | +87.9% | -48.4% | +136.3% | +86.0% |
| All | +28.5% | -75.9% | +104.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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