+1,119.4%
CIEN vs TEAM
+625.2%
+494.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +27.4% | -16.9% | +44.3% | +30.6% |
| 30D | -26.6% | -26.8% | +0.2% | -23.1% |
| 3M | -32.0% | -1.9% | -30.1% | -32.4% |
| 6M | -49.1% | +79.2% | -128.2% | -55.6% |
| YTD | +25.7% | -6.1% | +31.8% | +22.2% |
| 1Y | +40.3% | -2.1% | +42.4% | +35.1% |
| 3Y | +566.2% | -13.6% | +579.8% | +544.8% |
| 5Y | +378.7% | -65.8% | +444.5% | +413.1% |
| 10Y | +1,252.3% | +454.0% | +798.3% | +831.5% |
| All | +1,119.4% | +625.2% | +494.2% | +790.4% |
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