+67.6%
UBER vs CLX
-4.6%
+72.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | +1.6% | +9.5% | -7.9% | +1.7% |
| 30D | +0.6% | +30.7% | -30.1% | +0.9% |
| 3M | -8.2% | +4.2% | -12.4% | -8.5% |
| 6M | -6.7% | +22.1% | -28.8% | -6.4% |
| YTD | -14.7% | +14.1% | -28.8% | -14.8% |
| 1Y | -24.1% | +10.3% | -34.4% | -24.2% |
| 3Y | +33.4% | -7.8% | +41.2% | +32.4% |
| 5Y | +54.5% | -20.8% | +75.3% | +50.3% |
| All | +67.6% | -4.6% | +72.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling