-25.5%
UBER vs CLS
+36.7%
-62.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.9% |
| 7D | -7.0% | +20.1% | -27.1% | -7.8% |
| 30D | -8.9% | +6.0% | -14.9% | -9.3% |
| 3M | +1.0% | -10.3% | +11.3% | +1.3% |
| 6M | -3.7% | +24.5% | -28.2% | -6.9% |
| YTD | -13.0% | +12.9% | -25.9% | -15.9% |
| 1Y | -25.5% | +36.7% | -62.2% | -29.3% |
| All | -25.5% | +36.7% | -62.2% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling