-9.3%
TEAM vs CRL
+99.4%
-108.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.3% |
| 7D | -17.2% | +4.4% | -21.6% | -18.4% |
| 30D | -25.1% | +17.1% | -42.2% | -28.4% |
| 3M | +3.9% | +32.1% | -28.2% | -4.0% |
| 6M | +69.1% | +98.9% | -29.8% | +39.0% |
| YTD | -4.5% | +77.1% | -81.6% | -19.1% |
| 1Y | -1.9% | +110.3% | -112.1% | -20.6% |
| 3Y | -9.3% | +108.5% | -117.8% | -37.9% |
| All | -9.3% | +99.4% | -108.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling