+82.2%
UBER vs CLS
+4,143.9%
-4,061.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.9% | +4.6% | -8.5% | -5.3% |
| 30D | +11.1% | -13.9% | +25.0% | +14.2% |
| 3M | +4.9% | -26.6% | +31.5% | +10.8% |
| 6M | -1.2% | +15.4% | -16.6% | -11.4% |
| YTD | -7.3% | +5.7% | -12.9% | -16.1% |
| 1Y | -17.6% | +41.1% | -58.8% | -34.6% |
| 3Y | +61.1% | +1,228.6% | -1,167.5% | -58.9% |
| 5Y | +87.9% | +3,240.6% | -3,152.7% | -70.7% |
| All | +82.2% | +4,143.9% | -4,061.6% | -80.7% |
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