+49.5%
UBER vs CL
+39.7%
+9.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +5.1% | +1.3% | +3.8% | +5.1% |
| 30D | +0.2% | +11.4% | -11.1% | -0.2% |
| 3M | -2.7% | +4.4% | -7.1% | -2.9% |
| 6M | -13.4% | +10.8% | -24.1% | -13.5% |
| YTD | -16.1% | +25.1% | -41.2% | -16.4% |
| 1Y | -25.5% | +28.0% | -53.5% | -25.9% |
| 3Y | +42.5% | +37.6% | +4.9% | +40.1% |
| All | +49.5% | +39.7% | +9.8% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling