+33.4%
UBER vs CLF
-22.9%
+56.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +1.6% | +10.4% | -8.8% | +0.5% |
| 30D | +0.6% | +0.6% | 0.0% | -0.1% |
| 3M | -8.2% | +4.1% | -12.3% | -9.4% |
| 6M | -6.7% | +15.1% | -21.8% | -10.2% |
| YTD | -14.7% | -4.7% | -10.0% | -16.6% |
| 1Y | -24.1% | +20.4% | -44.4% | -28.8% |
| 3Y | +33.4% | -23.4% | +56.8% | +27.8% |
| All | +33.4% | -22.9% | +56.3% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling