-17.6%
UBER vs CRS
+102.1%
-119.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +11.1% | -16.6% | +27.7% | +12.0% |
| 3M | +4.9% | -3.5% | +8.4% | +3.7% |
| 6M | -1.2% | +15.4% | -16.6% | -4.2% |
| YTD | -7.3% | +51.2% | -58.5% | -12.2% |
| 1Y | -17.6% | +98.3% | -115.9% | -23.3% |
| All | -17.6% | +102.1% | -119.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling