+82.2%
UBER vs CSGP
-37.2%
+119.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.9% |
| 7D | -3.9% | -4.1% | +0.2% | -2.0% |
| 30D | +11.1% | +2.3% | +8.8% | +9.5% |
| 3M | +4.9% | -8.2% | +13.1% | +8.0% |
| 6M | -1.2% | -35.1% | +33.9% | +19.3% |
| YTD | -7.3% | -54.0% | +46.7% | +30.1% |
| 1Y | -17.6% | -65.3% | +47.7% | +32.5% |
| 3Y | +61.1% | -62.6% | +123.6% | +138.0% |
| 5Y | +87.9% | -64.8% | +152.7% | +175.1% |
| All | +82.2% | -37.2% | +119.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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