+82.2%
UBER vs CLX
-20.1%
+102.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -3.9% | -9.2% | +5.4% | -4.1% |
| 30D | +11.1% | -11.0% | +22.2% | +10.7% |
| 3M | +4.9% | +5.0% | -0.1% | +5.3% |
| 6M | -1.2% | -18.8% | +17.7% | -2.2% |
| YTD | -7.3% | -4.4% | -2.9% | -7.4% |
| 1Y | -17.6% | -21.9% | +4.2% | -18.5% |
| 3Y | +61.1% | -32.8% | +93.8% | +57.5% |
| 5Y | +87.9% | -34.6% | +122.5% | +82.3% |
| All | +82.2% | -20.1% | +102.3% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling