+502.9%
TEAM vs CRL
+244.4%
+258.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -4.7% | -4.6% | -0.1% | -2.5% |
| 30D | +17.0% | +0.5% | +16.5% | +16.7% |
| 3M | +85.9% | +46.6% | +39.3% | +53.9% |
| 6M | +116.7% | +57.3% | +59.4% | +70.9% |
| YTD | +9.6% | +39.5% | -29.9% | -8.7% |
| 1Y | -2.5% | +76.9% | -79.4% | -28.6% |
| 3Y | -14.0% | +39.4% | -53.3% | -35.4% |
| 5Y | -53.1% | -37.2% | -15.9% | -46.8% |
| 10Y | +502.9% | +253.4% | +249.5% | +212.7% |
| All | +502.9% | +244.4% | +258.5% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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