+1,127.9%
CIEN vs TEAM
+625.9%
+502.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +8.4% |
| 7D | +8.7% | -19.7% | +28.5% | +12.2% |
| 30D | -26.9% | -26.6% | -0.3% | -23.4% |
| 3M | -23.6% | -1.1% | -22.5% | -24.2% |
| 6M | -49.1% | +74.6% | -123.7% | -55.4% |
| YTD | +26.6% | -6.0% | +32.6% | +23.1% |
| 1Y | +42.7% | -3.2% | +46.0% | +37.8% |
| 3Y | +570.8% | -13.5% | +584.4% | +549.1% |
| 5Y | +386.4% | -65.5% | +451.9% | +420.6% |
| 10Y | +1,261.7% | +454.5% | +807.2% | +837.8% |
| All | +1,127.9% | +625.9% | +502.0% | +796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 all: compounded portfolio wealth divided by compounded TEAM 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…
all analysis · Full analysis span regression · 6 months rolling