+74.5%
UBER vs CRL
+100.9%
-26.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.9% |
| 7D | -4.5% | -6.9% | +2.5% | -1.6% |
| 30D | -7.6% | -3.2% | -4.4% | -6.4% |
| 3M | +5.8% | +46.5% | -40.8% | -10.9% |
| 6M | +0.3% | +63.1% | -62.8% | -20.7% |
| YTD | -11.2% | +36.9% | -48.1% | -24.8% |
| 1Y | -23.0% | +78.1% | -101.1% | -43.1% |
| 3Y | +53.6% | +36.7% | +16.9% | +17.0% |
| 5Y | +81.9% | -38.1% | +120.0% | +120.4% |
| All | +74.5% | +100.9% | -26.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling