-1.4%
TEAM vs CLX
+9.5%
-10.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.1% |
| 7D | -2.4% | +9.5% | -11.9% | +1.1% |
| 30D | -26.7% | +30.7% | -57.4% | -18.4% |
| 3M | -9.6% | +4.2% | -13.9% | -9.9% |
| 6M | +86.0% | +22.1% | +63.9% | +105.5% |
| YTD | -7.5% | +14.1% | -21.6% | -6.5% |
| 1Y | -1.4% | +10.3% | -11.7% | +0.3% |
| All | -1.4% | +9.5% | -10.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling