+502.9%
TEAM vs CAG
-35.6%
+538.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -4.7% | -6.6% | +1.9% | -4.2% |
| 30D | +17.0% | +2.3% | +14.7% | +16.8% |
| 3M | +85.9% | +16.3% | +69.6% | +84.5% |
| 6M | +116.7% | -16.0% | +132.7% | +118.4% |
| YTD | +9.6% | -7.7% | +17.3% | +9.8% |
| 1Y | -2.5% | -16.0% | +13.5% | -1.8% |
| 3Y | -14.0% | -37.7% | +23.7% | -12.6% |
| 5Y | -53.1% | -41.2% | -11.9% | -52.3% |
| 10Y | +502.9% | -33.8% | +536.7% | +464.5% |
| All | +502.9% | -35.6% | +538.5% | +464.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling