+67.6%
UBER vs CLS
+3,165.5%
-3,097.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.2% |
| 7D | +1.6% | +16.3% | -14.7% | -2.4% |
| 30D | +0.6% | -25.7% | +26.2% | +6.8% |
| 3M | -8.2% | -30.9% | +22.7% | -2.0% |
| 6M | -6.7% | -35.5% | +28.8% | -2.1% |
| YTD | -14.7% | -18.7% | +4.0% | -19.5% |
| 1Y | -24.1% | -17.9% | -6.2% | -29.6% |
| 3Y | +33.4% | +838.1% | -804.7% | -62.8% |
| 5Y | +54.5% | +1,971.9% | -1,917.4% | -72.0% |
| All | +67.6% | +3,165.5% | -3,097.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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