-65.5%
TEAM vs CL
+40.0%
-105.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -19.7% | -0.8% | -18.9% | -19.8% |
| 30D | -26.6% | +9.5% | -36.2% | -26.3% |
| 3M | -1.1% | +6.8% | -7.8% | -0.7% |
| 6M | +74.6% | +14.3% | +60.3% | +76.4% |
| YTD | -6.0% | +26.3% | -32.3% | -4.2% |
| 1Y | -3.2% | +25.6% | -28.8% | -1.4% |
| 3Y | -13.5% | +38.5% | -52.0% | -16.6% |
| 5Y | -65.5% | +40.7% | -106.2% | -66.8% |
| All | -65.5% | +40.0% | -105.5% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling