-53.8%
TEAM vs CLX
-35.2%
-18.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -7.1% |
| 7D | -5.7% | -3.5% | -2.1% | -6.0% |
| 30D | +18.3% | -11.9% | +30.2% | +17.1% |
| 3M | +80.2% | -2.6% | +82.8% | +80.0% |
| 6M | +111.0% | -18.2% | +129.1% | +111.5% |
| YTD | +8.8% | -5.9% | +14.7% | +8.3% |
| 1Y | +2.2% | -23.8% | +26.0% | +2.6% |
| 3Y | -14.6% | -33.6% | +19.0% | -14.3% |
| 5Y | -53.8% | -35.7% | -18.1% | -57.3% |
| All | -53.8% | -35.2% | -18.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling