+614.2%
TEAM vs CAH
+329.6%
+284.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.4% | +3.5% | -5.9% | -2.8% |
| 30D | -26.7% | +13.5% | -40.2% | -27.8% |
| 3M | -9.6% | +21.8% | -31.5% | -11.7% |
| 6M | +86.0% | +51.5% | +34.5% | +77.0% |
| YTD | -7.5% | +38.1% | -45.6% | -11.5% |
| 1Y | -1.4% | +37.7% | -39.1% | -5.6% |
| 3Y | -14.3% | +179.6% | -193.9% | -26.3% |
| 5Y | -66.3% | +504.9% | -571.3% | -74.6% |
| 10Y | +445.6% | +418.6% | +27.1% | +296.4% |
| All | +614.2% | +329.6% | +284.7% | +443.6% |
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