+460.1%
TEAM vs CB
+248.0%
+212.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.4% | -15.9% |
| 7D | -19.8% | +0.2% | -20.1% | -19.8% |
| 30D | -21.5% | +9.1% | -30.6% | -22.6% |
| 3M | +39.5% | +3.4% | +36.1% | +38.6% |
| 6M | +73.1% | +14.1% | +59.0% | +69.4% |
| YTD | -5.2% | +18.0% | -23.2% | -8.0% |
| 1Y | -1.6% | +30.1% | -31.7% | -6.1% |
| 3Y | -11.4% | +71.8% | -83.2% | -20.7% |
| 5Y | -65.1% | +101.8% | -166.9% | -69.9% |
| All | +460.1% | +248.0% | +212.1% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling