+518.7%
TEAM vs CLF
+127.2%
+391.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.9% |
| 7D | -0.4% | +7.6% | -8.0% | -1.5% |
| 30D | +67.3% | -1.2% | +68.5% | +67.2% |
| 3M | +86.8% | -13.4% | +100.2% | +89.0% |
| 6M | +146.8% | +15.4% | +131.4% | +137.8% |
| YTD | +16.9% | -5.9% | +22.8% | +15.1% |
| 1Y | +12.8% | +18.8% | -6.0% | +5.3% |
| 3Y | -7.3% | -19.4% | +12.1% | -11.5% |
| 5Y | -50.7% | -47.7% | -3.0% | -51.1% |
| All | +518.7% | +127.2% | +391.5% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling