+59.8%
UBER vs CRL
-12.1%
+71.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +0.6% | +11.9% | -11.3% | -3.4% |
| 3M | -8.2% | +20.2% | -28.3% | -13.8% |
| 6M | -6.7% | +107.5% | -114.2% | -26.2% |
| YTD | -14.7% | +69.4% | -84.1% | -29.1% |
| 1Y | -24.1% | +99.7% | -123.8% | -40.3% |
| 3Y | +33.4% | +98.8% | -65.4% | -2.9% |
| All | +59.8% | -12.1% | +71.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling