-9.5%
UBER vs CLS
-32.2%
+22.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -2.0% |
| 7D | +0.5% | +23.5% | -23.0% | +1.4% |
| 30D | -3.1% | -28.9% | +25.8% | -4.6% |
| 3M | -8.3% | -25.2% | +16.9% | -9.1% |
| 6M | -9.5% | -32.1% | +22.6% | -10.4% |
| All | -9.5% | -32.2% | +22.7% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling