+66.3%
UBER vs CLS
+3,351.5%
-3,285.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -3.4% |
| 7D | +0.5% | +23.5% | -23.0% | -4.9% |
| 30D | -3.1% | -28.9% | +25.8% | +4.1% |
| 3M | -8.3% | -25.2% | +16.9% | -4.0% |
| 6M | -9.5% | -32.1% | +22.6% | -6.1% |
| YTD | -15.4% | -14.1% | -1.3% | -21.2% |
| 1Y | -26.1% | -24.1% | -2.1% | -29.6% |
| 3Y | +34.0% | +897.0% | -863.0% | -63.2% |
| 5Y | +53.2% | +2,089.9% | -2,036.7% | -72.6% |
| All | +66.3% | +3,351.5% | -3,285.2% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling