+74.5%
UBER vs CLBK
+63.9%
+10.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -4.5% | -1.4% | -3.1% | -4.0% |
| 30D | -7.6% | +4.5% | -12.1% | -9.2% |
| 3M | +5.8% | +22.8% | -17.0% | -2.0% |
| 6M | +0.3% | +43.4% | -43.2% | -12.4% |
| YTD | -11.2% | +64.1% | -75.3% | -26.5% |
| 1Y | -23.0% | +67.6% | -90.5% | -37.2% |
| 3Y | +53.6% | +53.3% | +0.3% | +24.8% |
| 5Y | +81.9% | +44.8% | +37.1% | +36.8% |
| All | +74.5% | +63.9% | +10.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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