+71.0%
UBER vs CLF
+24.4%
+46.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -7.0% | -2.7% | -4.4% | -6.4% |
| 30D | -8.9% | -3.2% | -5.7% | -8.5% |
| 3M | +1.0% | -5.0% | +5.9% | +0.5% |
| 6M | -3.7% | +26.6% | -30.3% | -12.1% |
| YTD | -13.0% | -9.0% | -4.0% | -15.0% |
| 1Y | -25.5% | +11.8% | -37.4% | -32.9% |
| 3Y | +50.5% | -15.1% | +65.6% | +34.9% |
| 5Y | +76.2% | -48.2% | +124.4% | +71.4% |
| All | +71.0% | +24.4% | +46.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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