+625.2%
TEAM vs CAG
-29.4%
+654.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -16.9% | -6.2% | -10.7% | -16.5% |
| 30D | -26.8% | +7.4% | -34.2% | -27.3% |
| 3M | -1.9% | -1.6% | -0.3% | -1.8% |
| 6M | +79.2% | +6.3% | +72.8% | +78.4% |
| YTD | -6.1% | -10.1% | +4.0% | -5.7% |
| 1Y | -2.1% | -10.2% | +8.2% | -1.7% |
| 3Y | -13.6% | -37.3% | +23.7% | -12.1% |
| 5Y | -65.8% | -41.6% | -24.2% | -65.1% |
| 10Y | +454.0% | -38.1% | +492.1% | +437.5% |
| All | +625.2% | -29.4% | +654.5% | +529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling