-17.0%
TEAM vs CAH
+183.2%
-200.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.7% | -2.2% | -2.4% | -4.5% |
| 30D | +17.0% | +1.2% | +15.8% | +17.0% |
| 3M | +85.9% | +13.1% | +72.8% | +84.4% |
| 6M | +116.7% | +8.5% | +108.2% | +116.1% |
| YTD | +9.6% | +17.6% | -8.0% | +7.3% |
| 1Y | -2.5% | +60.7% | -63.2% | -13.3% |
| All | -17.0% | +183.2% | -200.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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