-5.2%
CMG vs TEAM
-53.2%
+47.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -6.5% | -4.7% | -1.8% | -5.8% |
| 30D | +12.1% | +17.0% | -4.9% | +8.6% |
| 3M | +20.6% | +85.9% | -65.3% | +4.6% |
| 6M | +2.1% | +116.7% | -114.6% | -16.2% |
| YTD | -2.6% | +9.6% | -12.2% | -7.2% |
| 1Y | -8.7% | -2.5% | -6.2% | -10.8% |
| 3Y | -7.4% | -14.0% | +6.6% | -11.6% |
| All | -5.2% | -53.2% | +47.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling