+631.8%
TEAM vs CLF
+468.2%
+163.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.7% | -17.8% | -16.4% |
| 7D | -19.8% | -19.6% | -0.3% | -17.8% |
| 30D | -21.5% | -5.0% | -16.5% | -21.3% |
| 3M | +39.5% | -6.3% | +45.8% | +39.7% |
| 6M | +73.1% | +2.8% | +70.3% | +69.8% |
| YTD | -5.2% | -13.7% | +8.5% | -6.0% |
| 1Y | -1.6% | +13.6% | -15.1% | -5.9% |
| 3Y | -11.4% | -34.0% | +22.5% | -13.1% |
| 5Y | -65.1% | -48.7% | -16.3% | -65.2% |
| 10Y | +471.3% | +113.4% | +357.9% | +381.4% |
| All | +631.8% | +468.2% | +163.6% | +469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling