+63.7%
UBER vs CLF
-14.9%
+78.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -3.9% | +7.6% | -11.5% | -4.8% |
| 30D | +11.1% | -1.2% | +12.3% | +11.1% |
| 3M | +4.9% | -13.4% | +18.3% | +6.6% |
| 6M | -1.2% | +15.4% | -16.6% | -4.8% |
| YTD | -7.3% | -5.9% | -1.4% | -8.6% |
| 1Y | -17.6% | +18.8% | -36.5% | -23.7% |
| All | +63.7% | -14.9% | +78.6% | +45.0% |
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