+502.9%
TEAM vs CLX
-3.8%
+506.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | -4.7% | -4.9% | +0.3% | -4.7% |
| 30D | +17.0% | -15.8% | +32.8% | +16.7% |
| 3M | +85.9% | -7.9% | +93.8% | +85.5% |
| 6M | +116.7% | -19.0% | +135.7% | +117.8% |
| YTD | +9.6% | -7.9% | +17.6% | +9.3% |
| 1Y | -2.5% | -25.4% | +22.8% | -1.8% |
| 3Y | -14.0% | -35.0% | +21.0% | -13.0% |
| 5Y | -53.1% | -36.8% | -16.3% | -53.1% |
| 10Y | +502.9% | -1.4% | +504.4% | +503.4% |
| All | +502.9% | -3.8% | +506.7% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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