+441.0%
TEAM vs CL
+78.1%
+362.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -22.2% | +2.6% | -24.8% | -22.3% |
| 30D | -28.1% | +11.8% | -39.9% | -28.8% |
| 3M | -2.2% | +5.9% | -8.1% | -2.6% |
| 6M | +62.2% | +13.3% | +48.9% | +60.8% |
| YTD | -8.4% | +27.1% | -35.5% | -10.2% |
| 1Y | -6.6% | +28.0% | -34.6% | -8.6% |
| 3Y | -15.7% | +39.4% | -55.1% | -20.5% |
| 5Y | -65.7% | +40.8% | -106.5% | -67.9% |
| 10Y | +441.0% | +84.9% | +356.1% | +359.6% |
| All | +441.0% | +78.1% | +362.9% | +359.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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