-65.4%
TEAM vs CLF
-42.8%
-22.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -2.4% | +10.4% | -12.8% | -4.4% |
| 30D | -26.7% | +0.6% | -27.3% | -27.4% |
| 3M | -9.6% | +4.1% | -13.7% | -11.6% |
| 6M | +86.0% | +15.1% | +70.9% | +75.6% |
| YTD | -7.5% | -4.7% | -2.7% | -10.8% |
| 1Y | -1.4% | +20.4% | -21.7% | -10.6% |
| 3Y | -14.3% | -23.4% | +9.1% | -19.4% |
| All | -65.4% | -42.8% | -22.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling