+72.4%
UBER vs CRS
+910.8%
-838.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -5.4% | -6.8% | +1.4% | -3.2% |
| 30D | -4.9% | -16.1% | +11.2% | +0.4% |
| 3M | +3.0% | -21.2% | +24.2% | +9.9% |
| 6M | -4.4% | +8.7% | -13.1% | -9.5% |
| YTD | -12.3% | +41.0% | -53.3% | -24.9% |
| 1Y | -24.3% | +82.7% | -107.0% | -41.8% |
| 3Y | +46.4% | +604.8% | -558.3% | -35.3% |
| 5Y | +79.7% | +1,384.7% | -1,305.0% | -43.2% |
| All | +72.4% | +910.8% | -838.4% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling