-18.0%
CMG vs TEAM
-13.9%
-4.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | +15.6% | -26.7% | +42.3% | +18.0% |
| 3M | +8.2% | -9.6% | +17.8% | +8.3% |
| 6M | +9.9% | +86.0% | -76.2% | +0.4% |
| YTD | -4.6% | -7.5% | +2.8% | -3.6% |
| 1Y | +12.4% | -1.4% | +13.8% | +12.3% |
| 3Y | -18.0% | -14.3% | -3.7% | -15.4% |
| All | -18.0% | -13.9% | -4.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling