-2.7%
TEAM vs CAPR
+64.2%
-66.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.7% | +0.8% |
| 7D | -17.2% | +36.0% | -53.3% | -17.1% |
| 30D | -25.1% | +25.8% | -50.9% | -25.0% |
| 3M | +3.9% | +140.8% | -136.9% | +4.3% |
| 6M | +69.1% | -67.6% | +136.7% | +69.6% |
| YTD | -4.5% | -65.9% | +61.4% | -4.3% |
| All | -2.7% | +64.2% | -66.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling