+54.8%
UBER vs CLS
+1,316.2%
-1,261.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.1% | -4.1% |
| 7D | -2.8% | +12.8% | -15.6% | -4.3% |
| 30D | -2.5% | +3.8% | -6.3% | -3.3% |
| 3M | +4.4% | -14.6% | +19.0% | +5.3% |
| 6M | -2.7% | +32.2% | -34.9% | -8.8% |
| YTD | -10.5% | +11.6% | -22.1% | -14.8% |
| 1Y | -22.5% | +35.1% | -57.5% | -29.2% |
| 3Y | +54.8% | +1,312.5% | -1,257.7% | -31.0% |
| All | +54.8% | +1,316.2% | -1,261.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling