+75.9%
UBER vs CRS
+945.8%
-869.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.3% |
| 7D | -2.8% | -3.1% | +0.3% | -1.8% |
| 30D | -2.5% | -19.6% | +17.1% | +4.3% |
| 3M | +4.4% | -8.1% | +12.5% | +5.7% |
| 6M | -2.7% | +18.6% | -21.2% | -10.5% |
| YTD | -10.5% | +45.9% | -56.4% | -24.2% |
| 1Y | -22.5% | +82.5% | -105.0% | -40.3% |
| 3Y | +54.8% | +648.9% | -594.1% | -33.0% |
| 5Y | +82.5% | +1,438.1% | -1,355.6% | -42.9% |
| All | +75.9% | +945.8% | -869.9% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling