+76.2%
UBER vs CLS
+3,586.2%
-3,510.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -7.0% | +20.1% | -27.1% | -10.4% |
| 30D | -8.9% | +6.0% | -14.9% | -10.6% |
| 3M | +1.0% | -10.3% | +11.3% | +1.2% |
| 6M | -3.7% | +24.5% | -28.2% | -12.3% |
| YTD | -13.0% | +12.9% | -25.9% | -20.1% |
| 1Y | -25.5% | +36.7% | -62.2% | -36.4% |
| 3Y | +50.5% | +1,328.1% | -1,277.6% | -54.9% |
| 5Y | +76.2% | +3,682.3% | -3,606.2% | -66.6% |
| All | +76.2% | +3,586.2% | -3,510.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling