+802.8%
TEAM vs CAH
+276.9%
+525.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -0.4% | +5.4% | -5.8% | -1.0% |
| 30D | +67.3% | +3.3% | +64.0% | +66.6% |
| 3M | +86.8% | +22.8% | +64.0% | +82.3% |
| 6M | +146.8% | +11.3% | +135.6% | +143.3% |
| YTD | +16.9% | +21.1% | -4.2% | +13.6% |
| 1Y | +12.8% | +67.2% | -54.4% | +4.1% |
| 3Y | -7.3% | +195.6% | -202.9% | -20.9% |
| 5Y | -50.7% | +413.8% | -464.5% | -62.1% |
| 10Y | +529.8% | +309.6% | +220.3% | +384.6% |
| All | +802.8% | +276.9% | +525.9% | +597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling