-50.3%
TEAM vs CB
+99.7%
-150.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +67.3% | -3.1% | +70.4% | +68.0% |
| 3M | +86.8% | +9.0% | +77.8% | +84.7% |
| 6M | +146.8% | +2.9% | +144.0% | +145.9% |
| YTD | +16.9% | +10.1% | +6.8% | +15.0% |
| 1Y | +12.8% | +22.8% | -10.0% | +8.6% |
| 3Y | -7.3% | +73.8% | -81.1% | -20.9% |
| All | -50.3% | +99.7% | -150.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling