+45.2%
UBER vs CLX
-35.1%
+80.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | -7.0% | -4.9% | -2.1% | -6.7% |
| 30D | -8.9% | -15.8% | +6.9% | -7.8% |
| 3M | +1.0% | -7.9% | +8.9% | +1.6% |
| 6M | -3.7% | -19.0% | +15.3% | -3.2% |
| YTD | -13.0% | -7.9% | -5.1% | -13.2% |
| 1Y | -25.5% | -25.4% | -0.2% | -24.5% |
| All | +45.2% | -35.1% | +80.3% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling