+631.8%
TEAM vs CL
+89.4%
+542.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.2% | -14.0% | -15.9% |
| 7D | -19.8% | +1.3% | -21.2% | -19.9% |
| 30D | -21.5% | +11.4% | -32.9% | -22.4% |
| 3M | +39.5% | +4.4% | +35.1% | +38.8% |
| 6M | +73.1% | +10.8% | +62.3% | +71.5% |
| YTD | -5.2% | +25.1% | -30.3% | -7.5% |
| 1Y | -1.6% | +28.0% | -29.5% | -4.2% |
| 3Y | -11.4% | +37.6% | -49.1% | -17.0% |
| 5Y | -65.1% | +39.7% | -104.8% | -67.6% |
| 10Y | +471.3% | +75.8% | +395.5% | +382.4% |
| All | +631.8% | +89.4% | +542.4% | +493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling