+62.7%
UBER vs CL
+30.5%
+32.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -3.9% | -2.2% | -1.7% | -3.9% |
| 30D | +11.1% | -4.8% | +16.0% | +11.1% |
| 3M | +4.9% | +4.9% | 0.0% | +5.4% |
| 6M | -1.2% | -5.7% | +4.6% | -1.5% |
| YTD | -7.3% | +14.4% | -21.7% | -6.6% |
| 1Y | -17.6% | +8.7% | -26.4% | -16.7% |
| All | +62.7% | +30.5% | +32.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling