+82.2%
UBER vs CRL
+112.3%
-30.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | +11.1% | +10.7% | +0.5% | +6.6% |
| 3M | +4.9% | +55.3% | -50.4% | -13.7% |
| 6M | -1.2% | +60.7% | -61.8% | -21.3% |
| YTD | -7.3% | +44.6% | -51.9% | -23.3% |
| 1Y | -17.6% | +77.7% | -95.4% | -38.9% |
| 3Y | +61.1% | +37.6% | +23.4% | +23.4% |
| 5Y | +87.9% | -35.8% | +123.7% | +126.0% |
| All | +82.2% | +112.3% | -30.1% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling