-53.1%
TEAM vs CAH
+400.5%
-453.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.7% | -2.2% | -2.4% | -4.6% |
| 30D | +17.0% | +1.2% | +15.8% | +17.1% |
| 3M | +85.9% | +13.1% | +72.8% | +85.3% |
| 6M | +116.7% | +8.5% | +108.2% | +116.5% |
| YTD | +9.6% | +17.6% | -8.0% | +8.5% |
| 1Y | -2.5% | +60.7% | -63.2% | -7.7% |
| 3Y | -14.0% | +183.2% | -197.1% | -20.4% |
| 5Y | -53.1% | +402.2% | -455.3% | -63.5% |
| All | -53.1% | +400.5% | -453.6% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling