+454.5%
TEAM vs CLF
+83.8%
+370.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | -19.7% | +2.3% | -22.1% | -20.1% |
| 30D | -26.6% | +1.9% | -28.6% | -27.2% |
| 3M | -1.1% | +5.9% | -6.9% | -2.7% |
| 6M | +74.6% | +16.9% | +57.7% | +67.5% |
| YTD | -6.0% | -1.1% | -4.9% | -8.8% |
| 1Y | -3.2% | +28.8% | -32.1% | -10.1% |
| 3Y | -13.5% | -20.6% | +7.1% | -17.8% |
| 5Y | -65.5% | -41.5% | -24.0% | -66.3% |
| 10Y | +454.5% | +87.5% | +367.0% | +365.6% |
| All | +454.5% | +83.8% | +370.7% | +365.6% |
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