+441.0%
TEAM vs CRL
+353.6%
+87.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.1% |
| 7D | -22.2% | -1.7% | -20.5% | -22.4% |
| 30D | -28.1% | +14.6% | -42.7% | -33.3% |
| 3M | -2.2% | +24.8% | -27.0% | -13.2% |
| 6M | +62.2% | +94.7% | -32.5% | +15.0% |
| YTD | -8.4% | +73.4% | -81.7% | -32.1% |
| 1Y | -6.6% | +104.7% | -111.3% | -36.4% |
| 3Y | -15.7% | +101.1% | -116.8% | -48.6% |
| 5Y | -65.7% | -10.8% | -54.9% | -67.4% |
| 10Y | +441.0% | +358.8% | +82.2% | +149.6% |
| All | +441.0% | +353.6% | +87.3% | +149.6% |
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