-24.1%
UBER vs CLX
+9.5%
-33.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +1.6% | +9.5% | -7.9% | 0.0% |
| 30D | +0.6% | +30.7% | -30.1% | -3.6% |
| 3M | -8.2% | +4.2% | -12.4% | -10.2% |
| 6M | -6.7% | +22.1% | -28.8% | -8.9% |
| YTD | -14.7% | +14.1% | -28.8% | -18.6% |
| 1Y | -24.1% | +10.3% | -34.4% | -28.0% |
| All | -24.1% | +9.5% | -33.6% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling