+56.4%
UBER vs CLF
-47.4%
+103.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.5% |
| 7D | +6.7% | -14.1% | +20.8% | +9.3% |
| 30D | -0.5% | -5.5% | +5.1% | -0.3% |
| 3M | -5.1% | 0.0% | -5.1% | -6.5% |
| 6M | -5.7% | +11.3% | -16.9% | -10.7% |
| YTD | -12.9% | -7.7% | -5.2% | -15.6% |
| 1Y | -22.6% | +17.5% | -40.2% | -29.4% |
| 3Y | +42.2% | -25.4% | +67.6% | +33.8% |
| 5Y | +56.4% | -46.0% | +102.4% | +48.6% |
| All | +56.4% | -47.4% | +103.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling