+607.6%
TEAM vs CLX
+14.7%
+593.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.0% |
| 7D | -22.2% | +13.6% | -35.9% | -22.1% |
| 30D | -28.1% | +29.1% | -57.2% | -27.8% |
| 3M | -2.2% | +1.6% | -3.7% | -2.1% |
| 6M | +62.2% | +18.7% | +43.5% | +62.9% |
| YTD | -8.4% | +11.1% | -19.4% | -8.3% |
| 1Y | -6.6% | +7.0% | -13.6% | -6.4% |
| 3Y | -15.7% | -10.0% | -5.7% | -15.0% |
| 5Y | -65.7% | -22.6% | -43.1% | -65.6% |
| 10Y | +441.0% | +29.3% | +411.6% | +439.3% |
| All | +607.6% | +14.7% | +593.0% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling