-65.4%
TEAM vs CL
+43.4%
-108.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.4% |
| 7D | -2.4% | +3.2% | -5.6% | -2.3% |
| 30D | -26.7% | +8.0% | -34.8% | -26.4% |
| 3M | -9.6% | +7.9% | -17.5% | -9.3% |
| 6M | +86.0% | +14.7% | +71.3% | +87.8% |
| YTD | -7.5% | +29.2% | -36.7% | -5.6% |
| 1Y | -1.4% | +29.5% | -30.9% | +0.7% |
| 3Y | -14.3% | +40.7% | -55.0% | -17.2% |
| All | -65.4% | +43.4% | -108.9% | -66.6% |
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 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