-50.3%
TEAM vs CL
+28.4%
-78.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.7% |
| 7D | -0.4% | -2.2% | +1.7% | -0.5% |
| 30D | +67.3% | -4.8% | +72.1% | +67.0% |
| 3M | +86.8% | +4.9% | +81.9% | +88.3% |
| 6M | +146.8% | -5.7% | +152.5% | +145.3% |
| YTD | +16.9% | +14.4% | +2.5% | +18.7% |
| 1Y | +12.8% | +8.7% | +4.0% | +14.2% |
| 3Y | -7.3% | +30.0% | -37.3% | -11.0% |
| All | -50.3% | +28.4% | -78.7% | -51.2% |
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