+67.6%
UBER vs CRL
+148.7%
-81.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +0.6% | +11.9% | -11.3% | -5.1% |
| 3M | -8.2% | +20.2% | -28.3% | -16.2% |
| 6M | -6.7% | +107.5% | -114.2% | -33.4% |
| YTD | -14.7% | +69.4% | -84.1% | -34.9% |
| 1Y | -24.1% | +99.7% | -123.8% | -46.4% |
| 3Y | +33.4% | +98.8% | -65.4% | -16.5% |
| 5Y | +54.5% | -12.4% | +66.9% | +55.9% |
| All | +67.6% | +148.7% | -81.1% | -40.6% |
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