+71.2%
UBER vs CLF
+26.1%
+45.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.2% |
| 7D | +6.7% | -14.1% | +20.8% | +10.0% |
| 30D | -0.5% | -5.5% | +5.1% | -0.3% |
| 3M | -5.1% | 0.0% | -5.1% | -6.8% |
| 6M | -5.7% | +11.3% | -16.9% | -11.9% |
| YTD | -12.9% | -7.7% | -5.2% | -16.5% |
| 1Y | -22.6% | +17.5% | -40.2% | -30.7% |
| 3Y | +42.2% | -25.4% | +67.6% | +31.1% |
| 5Y | +56.4% | -46.0% | +102.4% | +49.7% |
| All | +71.2% | +26.1% | +45.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling