+75.9%
UBER vs CL
+48.7%
+27.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.6% |
| 30D | -2.5% | -5.2% | +2.7% | -1.7% |
| 3M | +4.4% | +3.3% | +1.1% | +3.9% |
| 6M | -2.7% | -4.4% | +1.7% | -2.1% |
| YTD | -10.5% | +13.9% | -24.4% | -12.7% |
| 1Y | -22.5% | +7.6% | -30.1% | -23.7% |
| 3Y | +54.8% | +29.6% | +25.2% | +43.7% |
| 5Y | +82.5% | +28.1% | +54.4% | +68.2% |
| All | +75.9% | +48.7% | +27.2% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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