-11.4%
TEAM vs CL
+38.3%
-49.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.2% | -14.0% | -16.5% |
| 7D | -19.8% | +1.3% | -21.2% | -19.6% |
| 30D | -21.5% | +11.4% | -32.9% | -20.0% |
| 3M | +39.5% | +4.4% | +35.1% | +40.7% |
| 6M | +73.1% | +10.8% | +62.3% | +77.0% |
| YTD | -5.2% | +25.1% | -30.3% | +0.9% |
| 1Y | -1.6% | +28.0% | -29.5% | +5.5% |
| 3Y | -11.4% | +37.6% | -49.1% | -17.3% |
| All | -11.4% | +38.3% | -49.7% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling