+772.8%
TEAM vs CL
+93.6%
+679.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -10.2% | +5.9% | -16.1% | -10.7% |
| 30D | -5.5% | +13.8% | -19.3% | -6.8% |
| 3M | +61.7% | +6.4% | +55.3% | +60.6% |
| 6M | +98.5% | +15.6% | +82.8% | +95.8% |
| YTD | +13.0% | +27.9% | -14.8% | +10.1% |
| 1Y | +13.5% | +31.4% | -17.9% | +10.1% |
| 3Y | +3.6% | +41.4% | -37.8% | -3.3% |
| 5Y | -58.4% | +42.8% | -101.2% | -61.4% |
| 10Y | +581.4% | +79.7% | +501.7% | +473.9% |
| All | +772.8% | +93.6% | +679.2% | +605.5% |
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