-65.3%
TEAM vs CAPR
+142.6%
-207.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.7% | -20.8% | -16.2% |
| 7D | -19.8% | +41.1% | -60.9% | -20.2% |
| 30D | -21.5% | +11.1% | -32.6% | -21.7% |
| 3M | +39.5% | +115.3% | -75.8% | +37.7% |
| 6M | +73.1% | -73.8% | +146.9% | +74.6% |
| YTD | -5.2% | -68.8% | +63.6% | -4.9% |
| 1Y | -1.6% | +43.3% | -44.9% | -8.7% |
| 3Y | -11.4% | +214.7% | -226.1% | -34.3% |
| All | -65.3% | +142.6% | -207.9% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling