+46.4%
UBER vs CRS
+612.2%
-565.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -5.4% | -6.8% | +1.4% | -4.1% |
| 30D | -4.9% | -16.1% | +11.2% | -1.7% |
| 3M | +3.0% | -21.2% | +24.2% | +7.1% |
| 6M | -4.4% | +8.7% | -13.1% | -8.3% |
| YTD | -12.3% | +41.0% | -53.3% | -21.5% |
| 1Y | -24.3% | +82.7% | -107.0% | -37.4% |
| 3Y | +46.4% | +604.8% | -558.3% | -15.7% |
| All | +46.4% | +612.2% | -565.8% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling