-53.8%
TEAM vs CRL
-37.4%
-16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -5.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | +18.3% | +5.0% | +13.4% | +15.8% |
| 3M | +80.2% | +50.6% | +29.6% | +48.7% |
| 6M | +111.0% | +60.9% | +50.0% | +66.7% |
| YTD | +8.8% | +40.7% | -31.9% | -8.7% |
| 1Y | +2.2% | +73.3% | -71.2% | -23.4% |
| 3Y | -14.6% | +40.6% | -55.2% | -35.4% |
| 5Y | -53.8% | -37.0% | -16.8% | -40.3% |
| All | -53.8% | -37.4% | -16.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling