+81.9%
UBER vs CRS
+1,358.7%
-1,276.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.7% |
| 7D | -4.5% | -4.1% | -0.4% | -3.4% |
| 30D | -7.6% | -16.6% | +9.0% | -3.1% |
| 3M | +5.8% | -14.3% | +20.0% | +8.9% |
| 6M | +0.3% | +11.6% | -11.3% | -5.4% |
| YTD | -11.2% | +42.6% | -53.8% | -23.1% |
| 1Y | -23.0% | +81.8% | -104.8% | -39.3% |
| 3Y | +53.6% | +632.1% | -578.5% | -30.1% |
| 5Y | +81.9% | +1,401.6% | -1,319.7% | -40.4% |
| All | +81.9% | +1,358.7% | -1,276.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling