-65.2%
TEAM vs CRL
-6.0%
-59.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -1.1% |
| 7D | -17.2% | +4.4% | -21.6% | -19.4% |
| 30D | -25.1% | +17.1% | -42.2% | -30.7% |
| 3M | +3.9% | +32.1% | -28.2% | -9.3% |
| 6M | +69.1% | +98.9% | -29.8% | +21.1% |
| YTD | -4.5% | +77.1% | -81.6% | -28.5% |
| 1Y | -1.9% | +110.3% | -112.1% | -32.4% |
| 3Y | -9.3% | +108.5% | -117.8% | -46.0% |
| 5Y | -65.2% | -7.9% | -57.3% | -56.2% |
| All | -65.2% | -6.0% | -59.1% | -56.2% |
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